scientific article; zbMATH DE number 4213123

zbMATH Open0733.60044MaRDI QIDQ3359490FDOQ3359490

Authors: Albert N. Shiryaev, R. Liptser 

Publication date: 1990

Title of this publication is not available (Why is that?)

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zbMATH Keywords

martingale

Mathematics Subject Classification ID

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

Cited In (7)

• On Martingale Measures for Stochastic Processes with Independent Increments
• Indefinitely oscillating martingales
• On arbitrage and Markovian short rates in fractional bond markets
• A Gaussian upper bound for martingale small-ball probabilities
• Asymptotic inference for semimartingale models with singular parameter points
• Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process
• Large deviations for martingales with some applications

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