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Q5493540 - MaRDI portal

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scientific article; zbMATH DE number 5066258
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English
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scientific article; zbMATH DE number 5066258

    Statements

    author
    Alexander Cherney
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    publication date
    23 October 2006
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    zbMATH Keywords
    convergence of martingales
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    local martingales
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    stochastic integrals
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    uniformly integrable martingales
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    orthogonal local martingales
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    quadratic covariation
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    Identifiers

    Mathematics Subject Classification ID
    60G44
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    60H05
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    60G42
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    60F99
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    zbMATH DE Number
    5066258
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