Set-Indexed Stochastic Processes and Predictability (Q4007606)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Set-Indexed Stochastic Processes and Predictability |
scientific article |
Statements
Set-Indexed Stochastic Processes and Predictability (English)
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27 September 1992
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set-indexed martingales
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stochastic intervals defined by stopping sets
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Doob-Meyer decomposition
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optional sampling
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local martingales
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weak convergence
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