Probability with Martingales (Q3997813)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability with Martingales |
scientific article |
Statements
Probability with Martingales (English)
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17 September 1992
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martingale concept
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basics of measure theory
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martingale convergence theorem
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strong law of large numbers
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uniform integrability
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submartingale inequality
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optional sampling theorem
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Black-Scholes formula
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Kalman-Bucy filter
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central limit theorem
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