Martingales: Recent Developments, Results and Applications

DOI10.2307/1402605zbMath0478.60062OpenAlexW2323626928MaRDI QIDQ3935965

Albert N. Shiryaev

Publication date: 1981

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1402605

zbMATH Keywords

functional limit theorempredictabilitysemimartingalestrong and weak solutionlocal absolute continuity

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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