A note on dilations and martingales
From MaRDI portal
Publication:689049
DOI10.1155/S016117129300105XzbMath0802.60040MaRDI QIDQ689049
Publication date: 11 November 1993
Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/47025
60G42: Martingales with discrete parameter
60G40: Stopping times; optimal stopping problems; gambling theory
60G44: Martingales with continuous parameter