On the Construction and Distribution of a Local Martingale with a Given Absolute Value (Q4743513): Difference between revisions

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+On the Construction and Distribution of a Local Martingale with a Given Absolute Value
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+Edwin A. Perkins
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+MaRDI publication profile
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+https://doi.org/10.2307/1998765
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+W4238339500
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@@ Property / title @@
+On the Construction and Distribution of a Local Martingale with a Given Absolute Value (English)
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@@ Property / cites work @@
+A non-standard representation for Brownian motion and Ito integration
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@@ Property / cites work @@
+Construction of a martingale with given absolute value
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@@ Property / cites work @@
+Q3862180
@@ Property / cites work: Q3862180 / rank @@
+Normal rank
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+Q3216028
@@ Property / cites work: Q3216028 / rank @@
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+Every nonnegative submartingale is the absolute value of a martingale
+Normal rank
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+Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I
+Normal rank
@@ Property / cites work @@
+An infinitesimal approach to stochastic analysis
@@ Property / cites work: An infinitesimal approach to stochastic analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory
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+Q3882458
@@ Property / cites work: Q3882458 / rank @@
+Normal rank
@@ Property / cites work @@
+On the uniqueness of a local martingale with a given absolute value
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@@ Property / cites work @@
+Martingales with given absolute value
@@ Property / cites work: Martingales with given absolute value / rank @@
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@@ Property / cites work @@
+Weak Convergence of Stochastic Processes Defined on Semi-Infinite Time Intervals
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+Adapted Probability Distributions
@@ Property / cites work: Adapted Probability Distributions / rank @@
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