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Q4871216 - MaRDI portal

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scientific article; zbMATH DE number 861520
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scientific article; zbMATH DE number 861520

    Statements

    publication date
    28 March 1996
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    Mathematics Subject Classification ID
    60-02
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    60G42
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    60G44
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    60Hxx
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    zbMATH DE Number
    861520
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    zbMATH Keywords
    martingales
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    stochastic analysis
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    Ito integral
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    stochastic differential equations
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    optional stopping theorems
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    martingale convergence theorems
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    Doob-Meyer decomposition theorem
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