Martingale measure for the geometrical Gaussian martingales with ``disorder

MaRDI QIDQ3174562zbMATH OpenFDO

Authors Omar Glonti, Zaza Khechinashvili

Publication date 15 October 2011

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Martingales with discrete parameter (60G42)

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(4)

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