Some martingale properties of the simple random walk and its maximum process (Q6540921)
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scientific article; zbMATH DE number 7850511
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some martingale properties of the simple random walk and its maximum process |
scientific article; zbMATH DE number 7850511 |
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Some martingale properties of the simple random walk and its maximum process (English)
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17 May 2024
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simple random walk
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martingale
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Kennedy martingale
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discrete Azéma-Yor martingale
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discrete Skorokhod embedding
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