Stopping and set-indexed local martingales (Q1890715)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stopping and set-indexed local martingales |
scientific article |
Statements
Stopping and set-indexed local martingales (English)
0 references
23 May 1995
0 references
local martingale
0 references
set-indexed local martingales
0 references
optional sampling theorems
0 references
Doob-Meyer decomposition
0 references
