scientific article; zbMATH DE number 4163828

MaRDI QIDQ3490697zbMATHFDO

Authors Howard M. Taylor

Publication date 1990

zbMATH Keywords

queueing modelsmartingale transformsmartingale theoryoptional stoppingmartingale convergence theoremsstochastic point processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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• The origins of the word ``martingale
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• Some martingale properties of the simple random walk and its maximum process
• scientific article; zbMATH DE number 850334 (Why is no real title available?)
• Martingales in the Study of Randomness
• Martingales and processes. An introduction for undergraduate students
• Encounters with Martingales in Statistics and Stochastic Optimization
• The associated random walk and martingales in random walks with stationary increments

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