Representation of martingales under signed measures and the study of the classes ∑<sub><i>s</i></sub> and ∑<sub><i>s</i></sub>′ (Q5086625)
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scientific article; zbMATH DE number 7553825
Language | Label | Description | Also known as |
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English | Representation of martingales under signed measures and the study of the classes ∑<sub><i>s</i></sub> and ∑<sub><i>s</i></sub>′ |
scientific article; zbMATH DE number 7553825 |
Statements
Representation of martingales under signed measures and the study of the classes ∑<sub><i>s</i></sub> and ∑<sub><i>s</i></sub>′ (English)
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6 July 2022
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martingale under signed measures
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stochastic calculus under signed measures
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classes \(\sum_s\) and \(\sum'_s\)
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time changes
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representation of martingales
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