A counterexample to a martingale characterization of a Wiener process (Q1202282): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 4 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q124803159 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5822308 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5791821 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A martingale characterization of the Wiener process / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0167-7152(92)90149-y / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2018433451 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 09:22, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A counterexample to a martingale characterization of a Wiener process |
scientific article |
Statements
A counterexample to a martingale characterization of a Wiener process (English)
0 references
22 February 1993
0 references
counterexample
0 references
Wiener process
0 references
reverse martingale property
0 references
