Conditioned martingales (Q456281): Difference between revisions
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| Property / DOI | |||
| Property / DOI: 10.1214/ECP.v17-1955 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G44 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H99 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6098198 / rank | |||
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| Property / zbMATH Keywords | |||
Doob's \(H\)-transform | |||
| Property / zbMATH Keywords: Doob's \(H\)-transform / rank | |||
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change of measure | |||
| Property / zbMATH Keywords: change of measure / rank | |||
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upward conditioning | |||
| Property / zbMATH Keywords: upward conditioning / rank | |||
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downward conditioning | |||
| Property / zbMATH Keywords: downward conditioning / rank | |||
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local martingale | |||
| Property / zbMATH Keywords: local martingale / rank | |||
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diffusion | |||
| Property / zbMATH Keywords: diffusion / rank | |||
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nullset | |||
| Property / zbMATH Keywords: nullset / rank | |||
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Bessel process | |||
| Property / zbMATH Keywords: Bessel process / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / arXiv ID | |||
| Property / arXiv ID: 1203.2587 / rank | |||
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| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3037257595 / rank | |||
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| Property / DOI | |||
| Property / DOI: 10.1214/ECP.V17-1955 / rank | |||
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| links / mardi / name | links / mardi / name | ||
Latest revision as of 18:06, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditioned martingales |
scientific article |
Statements
Conditioned martingales (English)
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23 October 2012
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Doob's \(H\)-transform
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change of measure
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upward conditioning
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downward conditioning
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local martingale
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diffusion
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nullset
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Bessel process
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