Interpolation of martingales

DOI10.1214/aop/1176995723zbMath0375.60063OpenAlexW1978229629MaRDI QIDQ1246197

David C. Heath

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1214/aop/1176995723

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Embedding and asymptotic expansions for martingales ⋮ Monotonicity preserving transformations of MOT and SEP ⋮ The Estimation of Leverage Effect With High-Frequency Data ⋮ On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales

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