Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes (Q2266524): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q945793 |
||
| Property / author | |||
| Property / author: Alexander Novikov / rank | |||
Revision as of 18:42, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes |
scientific article |
Statements
Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes (English)
0 references
1984
0 references
Translation from Mat. Zametki 35, No.3, 455-471 (Russian) (1984; Zbl 0541.60047).
0 references
exponential martingale
0 references
hitting time
0 references
