Conditioned martingales (Q456281): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3037257595 / rank | |||
Normal rank | |||
Revision as of 08:29, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditioned martingales |
scientific article |
Statements
Conditioned martingales (English)
0 references
23 October 2012
0 references
Doob's \(H\)-transform
0 references
change of measure
0 references
upward conditioning
0 references
downward conditioning
0 references
local martingale
0 references
diffusion
0 references
nullset
0 references
Bessel process
0 references
