Martingales and some applications
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Publication:2734978
zbMATH Open0984.60043MaRDI QIDQ2734978
Publication date: 5 May 2002
likelihood ratiosconvergence theoremsmartingale calculusfinancial market modelsexponential semi-martingalesmartingale concepts and inequalitiesmultiparameter extensions
Martingales with discrete parameter (60G42) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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