On quadratic variation of martingales (Q2253703)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On quadratic variation of martingales |
scientific article |
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On quadratic variation of martingales (English)
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12 February 2015
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right-continuous-with-left-limits (r.c.l.l.) martingales
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quadratic variation
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Doob-Meyer decomposition
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