Martingales and Stochastic Integrals (Q3322947)

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Martingales and Stochastic Integrals
scientific article

    Statements

    title
    Martingales and Stochastic Integrals (English)
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    author
    P. Ekkehard Kopp
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    publication date
    1984
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    zbMATH Keywords
    Ito differentiation rule
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    Brownian motion
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    Poisson process
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    optimal stopping
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    von Neumann algebras
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    upcrossing inequalities
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    convergence results
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    local martingales
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    Identifiers

    Mathematics Subject Classification ID
    60H05
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    60G44
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    60-02
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    60G55
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    60G42
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    60G40
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    zbMATH DE Number
    3854123
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    OpenAlex ID
    W2021718102
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