Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes (Q2266524)
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English | Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes |
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Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes (English)
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1984
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Translation from Mat. Zametki 35, No.3, 455-471 (Russian) (1984; Zbl 0541.60047).
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exponential martingale
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hitting time
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