Stopping and set-indexed local martingales (Q1890715)

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Stopping and set-indexed local martingales
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    title
    Stopping and set-indexed local martingales (English)
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    author
    Ely Merzbach
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    B. Gail Ivanoff
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    publication date
    23 May 1995
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    zbMATH DE Number
    757542
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    zbMATH Keywords
    local martingale
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    set-indexed local martingales
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    optional sampling theorems
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    Doob-Meyer decomposition
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