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zbMath0754.60047MaRDI QIDQ3362213

Ely Merzbach, B. Gail Ivanoff

Publication date: 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

weak convergence Doob-Meyer decomposition set-indexed martingales local martingales optional sampling stochastic intervals defined by stopping sets

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Related Items (3)

Lattices of random sets and progressivity ⋮ A group action on increasing sequences of set-indexed Brownian motions ⋮ Estimation of quadratic variation for two-parameter diffusions

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