scientific article; zbMATH DE number 3725399

MaRDI QIDQ3914152zbMATH OpenFDO

Authors David Nualart, Marta Sanz-Solé

Publication date 1981

Full work available at URL http://www.numdam.org/item?id=AIHPB_1981__17_2_147_0, https://eudml.org/doc/77160

zbMATH Keywords

stopping settime changetwo parameter martingales

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Brownian motion (60J65)

Cites work

• An extension of stochastic integrals in the plane
• Differentiation formulas for stochastic integrals in the plane
• scientific article; zbMATH DE number 3576443 (Why is no real title available?)
• R�gions d'arr�t, localisations et prolongements de martingales
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane

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