Representation of random variables as Lebesgue integrals (Q6565305)
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scientific article; zbMATH DE number 7874404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of random variables as Lebesgue integrals |
scientific article; zbMATH DE number 7874404 |
Statements
Representation of random variables as Lebesgue integrals (English)
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2 July 2024
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random variables
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Lebesgue integral
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absolutely continuous representation
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Girsanov theorem
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martingale representation
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quadratic variation
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