Some particular problems of martingale theory
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Publication:5493540
zbMATH Open1107.60020MaRDI QIDQ5493540FDOQ5493540
Authors: Alexander Cherney
Publication date: 23 October 2006
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stochastic integralsquadratic covariationlocal martingalesuniformly integrable martingalesconvergence of martingalesorthogonal local martingales
Martingales with discrete parameter (60G42) Limit theorems in probability theory (60F99) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
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