Positive Martingales and Their Induced Measures
DOI10.2307/2044605zbMATH Open0548.60043OpenAlexW4245139270MaRDI QIDQ3339864FDOQ3339864
Authors: Bennett Eisenberg, Gan Shixin
Publication date: 1983
Full work available at URL: https://doi.org/10.2307/2044605
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Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Continuity and singularity of induced measures (60G30)
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