Gaussian quasimartingales (Q3908252)

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Gaussian quasimartingales
scientific article

    Statements

    title
    Gaussian quasimartingales (English)
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    author
    Naresh C. Jain
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    Ditlev Monrad
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    publication date
    1982
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    zbMATH Keywords
    quasimartingales
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    sample path decomposition
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    bounded variation
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    Identifiers

    DOI
    10.1007/BF00531739
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    Mathematics Subject Classification ID
    60G48
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    60G15
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    60G17
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    zbMATH DE Number
    3718275
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