Conditioned martingales (Q456281)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditioned martingales |
scientific article |
Statements
Conditioned martingales (English)
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23 October 2012
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Doob's \(H\)-transform
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change of measure
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upward conditioning
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downward conditioning
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local martingale
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diffusion
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nullset
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Bessel process
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