Piecewise constant martingales and lazy clocks (Q2296122)
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Language | Label | Description | Also known as |
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English | Piecewise constant martingales and lazy clocks |
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Statements
Piecewise constant martingales and lazy clocks (English)
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17 February 2020
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time-change process
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last passage time
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martingale
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bounded martingale
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jump martingale
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subordinator
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