Conditioned martingales (Q456281)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Conditioned martingales |
scientific article; zbMATH DE number 6098198
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditioned martingales |
scientific article; zbMATH DE number 6098198 |
Statements
Conditioned martingales (English)
0 references
23 October 2012
0 references
Doob's \(H\)-transform
0 references
change of measure
0 references
upward conditioning
0 references
downward conditioning
0 references
local martingale
0 references
diffusion
0 references
nullset
0 references
Bessel process
0 references
