scientific article; zbMATH DE number 861520
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Publication:4871216
zbMath0848.60001MaRDI QIDQ4871216
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Publication date: 28 March 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
martingalesstochastic differential equationsstochastic analysisIto integralmartingale convergence theoremsoptional stopping theoremsDoob-Meyer decomposition theorem
Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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