On the Construction and Distribution of a Local Martingale with a Given Absolute Value (Q4743513): Difference between revisions

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On the Construction and Distribution of a Local Martingale with a Given Absolute Value
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Revision as of 21:44, 19 March 2024

scientific article; zbMATH DE number 3798769
Language Label Description Also known as
English
On the Construction and Distribution of a Local Martingale with a Given Absolute Value
scientific article; zbMATH DE number 3798769

    Statements

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    1982
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    submartingale
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    non-standard analysis
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    Doob-Meyer decomposition
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    On the Construction and Distribution of a Local Martingale with a Given Absolute Value (English)
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