Reelle und vektorwertige Quasimartingale und die Theorie der stochastischen Integration

DOI10.1007/BFB0069563zbMath0364.60006MaRDI QIDQ1240946

Michel Métivier

Publication date: 1977

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17) Stochastic integrals (60H05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Foundations of stochastic processes (60G05)

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