Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

On the fields of some Brownian martingales

From MaRDI portal
Publication:1251425
Jump to:navigation, search

DOI10.1214/aop/1176995534zbMath0391.60045OpenAlexW1968841178MaRDI QIDQ1251425

David A. Lane

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1214/aop/1176995534

zbMATH Keywords

MartingalesBrownian Motion


Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)


Related Items

The weak limit of a martingale of rank one, Non-extremal martingale with Brownian filtration, Correlation and the pricing of risks, On extremal solutions of martingale problems



Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1251425&oldid=13341301"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 31 January 2024, at 09:54.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki