Martingale Integrals
From MaRDI portal
Cites work
- A decomposition theorem for supermartingales
- A Sample Function Property of Martingales
- scientific article; zbMATH DE number 3139051 (Why is no real title available?)
- scientific article; zbMATH DE number 3223983 (Why is no real title available?)
- scientific article; zbMATH DE number 3252863 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- Martingale Transforms
- Quasi-Martingales
Cited in
(16)- Riemann-Stieltjes quasi-martingale integration
- Stochastic differentials
- Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems
- Existence and uniquenes results for systems of impulsive functional stochastic differential equations driven by fractional Brownian motion with multiple delay
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
- Some existence results for systems of impulsive stochastic differential equations
- A maximal inequality for fractional Brownian motions
- Sharp Square-Function Inequalities for Conditionally Symmetric Martingales
- R�gions d'arr�t, localisations et prolongements de martingales
- On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales
- Obstacle problems generated by the estimates of square function
- A remark on the skorohod representation
- Quadratic Variation of Potentials and Harmonic Functions
- Sharp Maximal Inequalities for Conditionally Symmetric Martingales and Brownian Motion
- The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues
- Stochastic Processes in the Decades after 1950
This page was built for publication: Martingale Integrals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5549429)