On Embedding Right Continuous Martingales in Brownian Motion
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Publication:5684032
DOI10.1214/aoms/1177692480zbMath0267.60050OpenAlexW1964702073MaRDI QIDQ5684032
Publication date: 1972
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177692480
Gaussian processes (60G15) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)
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