scientific article

zbMath0733.60044MaRDI QIDQ3359490

Albert N. Shiryaev, Robert Sh. Liptser

Publication date: 1990

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

martingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Large deviations (60F10) Markov processes (60J99)

Related Items

Asymptotic inference for semimartingale models with singular parameter points ⋮ Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process ⋮ On arbitrage and Markovian short rates in fractional bond markets