Martingales and Stochastic Integrals

DOI10.1017/CBO9780511897221zbMath1152.60043MaRDI QIDQ5302775

P. Ekkehard Kopp

Publication date: 13 January 2009

Full work available at URL: https://doi.org/10.1017/cbo9780511897221

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

60G40: Stopping times; optimal stopping problems; gambling theory

60G44: Martingales with continuous parameter

60H05: Stochastic integrals

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

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