Semimartingales: A course on stochastic processes (Q1173334)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Semimartingales: A course on stochastic processes |
scientific article |
Statements
Semimartingales: A course on stochastic processes (English)
0 references
1982
0 references
semimartingales
0 references
Hilbert space valued martingales
0 references
Doob inequalities
0 references
convergence theorems
0 references
quasimartingales
0 references
existence and uniqueness of strong and weak solutions
0 references