A note on dilations and martingales

DOI10.1155/S016117129300105XzbMath0802.60040MaRDI QIDQ689049

Martin L. Jones

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

zbMATH Keywords

martingale propertyjoint dilationmaximal variances

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

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