Some particular problems of martingale theory

MaRDI QIDQ5493540zbMATH OpenFDO

Authors Alexander Cherney

Publication date 23 October 2006

zbMATH Keywords

stochastic integralsquadratic covariationlocal martingalesuniformly integrable martingalesconvergence of martingalesorthogonal local martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Limit theorems in probability theory (60F99) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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