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Local martingales in discrete time - MaRDI portal

Local martingales in discrete time (Q1748587)

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Local martingales in discrete time
scientific article

    Statements

    title
    Local martingales in discrete time (English)
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    author
    Vilmos Prokaj
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    Johannes Ruf
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    publication date
    11 May 2018
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    zbMATH Keywords
    DMW theorem
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    local and generalized martingale in discrete time
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    Identifiers

    DOI
    10.1214/18-ECP133
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    zbMATH DE Number
    6867829
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    arXiv ID
    1701.04025
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