Riemann-Stieltjes quasi-martingale integration

DOI10.1016/0047-259X(80)90067-6zbMath0452.60066MaRDI QIDQ1148613

Michael D. Brennan

Publication date: 1980

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

quasi-martingaleright continuous integrands

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (2)

On the use of semimartingales and stochastic integrals to model continuous trading ⋮ Random Measures and Applications

Cites Work

• Distribution function inequalities for martingales
• Martingale Transforms
• Martingale Integrals
• Quasi-Martingales.
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