Martingales with given absolute value

DOI10.1214/aop/1176994899zbMath0421.60041OpenAlexW2015885031MaRDI QIDQ1133236

Michael J. Sharpe, Philip E. Protter

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994899

zbMATH Keywords

martingalesign changesubmartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

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