Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes (Q2266524)

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Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes
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    Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes (English)
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    1984
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    Translation from Mat. Zametki 35, No.3, 455-471 (Russian) (1984; Zbl 0541.60047).
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    exponential martingale
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    hitting time
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