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Latest revision as of 12:55, 24 July 2024

scientific article; zbMATH DE number 7308474
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English
The Joint Law of a Max-Continuous Local Submartingale and Its Maximum
scientific article; zbMATH DE number 7308474

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    The Joint Law of a Max-Continuous Local Submartingale and Its Maximum (English)
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    9 February 2021
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    Skorokhod embedding problem
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    time-change
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    local max-level martingale
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    local submartingale
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    max-continuous random process
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    single jump processes
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    running maximum of process
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