On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales (Q4746592): Difference between revisions
From MaRDI portal
Latest revision as of 10:10, 30 July 2024
scientific article; zbMATH DE number 3802575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales |
scientific article; zbMATH DE number 3802575 |
Statements
On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales (English)
0 references
1983
0 references
square integrable martingale
0 references
reverse martingale
0 references
doubly-infinite martingale
0 references
Skorokhod embedding
0 references
functional law of the interated logarithm
0 references
stoppimg time
0 references
0 references
