On the uniqueness of a local martingale with a given absolute value (Q3886585): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q428655 |
||
| Property / author | |||
| Property / author: Edwin A. Perkins / rank | |||
Revision as of 00:10, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the uniqueness of a local martingale with a given absolute value |
scientific article |
Statements
On the uniqueness of a local martingale with a given absolute value (English)
0 references
1981
0 references
local martingale
0 references
Doob-Meyer decomposition
0 references
