Probability with Martingales

DOI10.1017/CBO9780511813658zbMath0722.60001OpenAlexW4230058301MaRDI QIDQ3997813

David Williams

Publication date: 17 September 1992

Full work available at URL: https://doi.org/10.1017/cbo9780511813658

zbMATH Keywords

strong law of large numbersuniform integrabilitycentral limit theoremmartingale convergence theoremBlack-Scholes formulaKalman-Bucy filteroptional sampling theoremsubmartingale inequalitybasics of measure theorymartingale concept

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Markov processes (60Jxx) Stochastic processes (60Gxx) Limit theorems in probability theory (60Fxx)

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