Trajectorial martingale transforms. Convergence and integration

zbMath1401.60074MaRDI QIDQ1796316

Sebastian E. Ferrando, Alfredo L. González

Publication date: 17 October 2018

Published in: The New York Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: http://nyjm.albany.edu/j/2018/24-35.html

zbMATH Keywords

superhedgingnon-lattice integrationtrajectorial martingalesworst case uncertainty

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Sample path properties (60G17)

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