The joint law of a max-continuous local submartingale and its maximum (Q5150155)
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scientific article; zbMATH DE number 7308474
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| English | The joint law of a max-continuous local submartingale and its maximum |
scientific article; zbMATH DE number 7308474 |
Statements
The Joint Law of a Max-Continuous Local Submartingale and Its Maximum (English)
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9 February 2021
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Skorokhod embedding problem
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time-change
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local max-level martingale
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local submartingale
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max-continuous random process
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single jump processes
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running maximum of process
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0.8331394791603088
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0.8316819667816162
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0.8276546597480774
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