Martingale in diskreter Zeit (Q2904653)

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scientific article; zbMATH DE number 6066598
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Martingale in diskreter Zeit
scientific article; zbMATH DE number 6066598

    Statements

    Martingale in diskreter Zeit (English)
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    15 August 2012
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    martingale
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    submartingale
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    supermartingale
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    local martingale
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    martingale inequalities
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    martingale convergence
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    martingale limit theorems
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    optional stopping
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    optional decomposition
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    option pricing
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    branching processes
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    invariance
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    exchangeability
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    U-statistics
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    stochastic approximation
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    unconditional convergence
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    unconditional bases
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