a1 Department of Mathematics, Imperial College, London SW7
Stopping times are a powerful tool in the theory of stochastic processes, so it is natural to ask whether they have a counterpart in the theory of non-commutative processes. This paper is a part answer to that question. We show that the ‘formalism’ of stopping times carries over to a non-commutative context and prove an Optional Stopping Theorem.
(Received November 28 1984)
(Revised April 26 1985)