On the Construction and Distribution of a Local Martingale with a Given Absolute Value (Q4743513)
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scientific article; zbMATH DE number 3798769
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| English | On the Construction and Distribution of a Local Martingale with a Given Absolute Value |
scientific article; zbMATH DE number 3798769 |
Statements
1982
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submartingale
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non-standard analysis
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Doob-Meyer decomposition
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On the Construction and Distribution of a Local Martingale with a Given Absolute Value (English)
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