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Embedding of random vectors into continuous martingales - MaRDI portal

Embedding of random vectors into continuous martingales (Q4241765)

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scientific article; zbMATH DE number 1292187
Language Label Description Also known as
English
Embedding of random vectors into continuous martingales
scientific article; zbMATH DE number 1292187

    Statements

    title
    Embedding of random vectors into continuous martingales (English)
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    publication date
    7 November 1999
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    zbMATH Keywords
    Brownian motion
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    stopping time
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    Skorokhod embedding
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    author
    Egbert Dettweiler
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    Identifiers

    Mathematics Subject Classification ID
    60G44
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    60H05
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    60B11
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    zbMATH DE Number
    1292187
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    OpenAlex ID
    W807563638
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