Little's theorem: A stochastic integral approach (Q1205364)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Little's theorem: A stochastic integral approach |
scientific article |
Statements
Little's theorem: A stochastic integral approach (English)
0 references
1 April 1993
0 references
PASTA property
0 references
stochastic integral
0 references
square integrable martingale
0 references
Little's theorem
0 references
