Local martingales with two reflecting barriers (Q2794725)
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scientific article; zbMATH DE number 6554312
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local martingales with two reflecting barriers |
scientific article; zbMATH DE number 6554312 |
Statements
Local martingales with two reflecting barriers (English)
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11 March 2016
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local martingales
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semimartingales
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reflection
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law of large numbers
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central limit theorem
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Skorokhod problem
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stochastic integration
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Brownian motion
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