Martingales and Stochastic Integrals
From MaRDI portal
Publication:5302775
DOI10.1017/CBO9780511897221zbMath1152.60043MaRDI QIDQ5302775
Publication date: 13 January 2009
Full work available at URL: https://doi.org/10.1017/cbo9780511897221
60G42: Martingales with discrete parameter
60G40: Stopping times; optimal stopping problems; gambling theory
60G44: Martingales with continuous parameter
60H05: Stochastic integrals
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
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