scientific article; zbMATH DE number 4026469

MaRDI QIDQ3768099zbMATH OpenFDO

Authors Robert J. Elliott

Publication date 1986

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Martingales with continuous parameter (60G44) Random measures (60G57) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60Hxx)

Cited in

(3)

• Martingale transforms of the Rademacher sequence in rearrangement invariant spaces
• Application of optimal filtering methods for on-line of queueing network states
• Extremal measures and hedging in American options

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3768099)