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Martingales: Recent Developments, Results and Applications - MaRDI portal

Martingales: Recent Developments, Results and Applications (Q3935965)

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Martingales: Recent Developments, Results and Applications
scientific article

    Statements

    title
    Martingales: Recent Developments, Results and Applications (English)
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    author
    Albert N. Shiryaev
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    publication date
    1981
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    zbMATH Keywords
    semimartingale
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    predictability
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    functional limit theorem
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    local absolute continuity
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    strong and weak solution
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    Identifiers

    DOI
    10.2307/1402605
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    Mathematics Subject Classification ID
    60H05
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    60G44
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    60G55
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    60G57
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    zbMATH DE Number
    3751958
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    OpenAlex ID
    W2323626928
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