Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes (Q2266524)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 3894194
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes |
scientific article; zbMATH DE number 3894194 |
Statements
Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes (English)
0 references
1984
0 references
Translation from Mat. Zametki 35, No.3, 455-471 (Russian) (1984; Zbl 0541.60047).
0 references
exponential martingale
0 references
hitting time
0 references
