Stopping and set-indexed local martingales (Q1890715)
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scientific article; zbMATH DE number 757542
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| default for all languages | No label defined |
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| English | Stopping and set-indexed local martingales |
scientific article; zbMATH DE number 757542 |
Statements
Stopping and set-indexed local martingales (English)
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23 May 1995
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local martingale
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set-indexed local martingales
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optional sampling theorems
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Doob-Meyer decomposition
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0.8102690577507019
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