scientific article; zbMATH DE number 4163828

MaRDI QIDQ3490697zbMATH OpenFDO

Authors Howard M. Taylor

Publication date 1990

zbMATH Keywords

martingale convergence theoremsmartingale theorymartingale transformsoptional stoppingqueueing modelsstochastic point processes

Mathematics Subject Classification ID

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

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