scientific article; zbMATH DE number 861520

MaRDI QIDQ4871216zbMATH OpenFDO

Authors

Publication date 28 March 1996

zbMATH Keywords

Doob-Meyer decomposition theoremIto integralmartingale convergence theoremsmartingalesoptional stopping theoremsstochastic analysisstochastic differential equations

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Stochastic analysis (60Hxx)

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