Martingales and Stochastic Integrals (Q3322947): Difference between revisions
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Revision as of 11:43, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingales and Stochastic Integrals |
scientific article |
Statements
Martingales and Stochastic Integrals (English)
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1984
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Ito differentiation rule
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Brownian motion
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Poisson process
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optimal stopping
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von Neumann algebras
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upcrossing inequalities
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convergence results
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local martingales
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