On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales (Q4746592): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 17:10, 5 March 2024
scientific article; zbMATH DE number 3802575
Language | Label | Description | Also known as |
---|---|---|---|
English | On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales |
scientific article; zbMATH DE number 3802575 |
Statements
On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales (English)
0 references
1983
0 references
square integrable martingale
0 references
reverse martingale
0 references
doubly-infinite martingale
0 references
Skorokhod embedding
0 references
functional law of the interated logarithm
0 references
stoppimg time
0 references