scientific article; zbMATH DE number 4054721

MaRDI QIDQ3790398zbMATH OpenFDO

Authors Frank B. Knight

Publication date 1988

zbMATH Keywords

quadratic-variation processessquare-integrable martingales

Mathematics Subject Classification ID

Sample path properties (60G17) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65)

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• Representation of martingales under signed measures and the study of the classes \(\sum_s\) and \(\sum'_s\)
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