scientific article
From MaRDI portal
Publication:3790398
zbMath0646.60051MaRDI QIDQ3790398
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Sample path properties (60G17) Stochastic integrals (60H05)
Related Items (3)
Representation of martingales under signed measures and the study of the classes ∑s and ∑s′ ⋮ Non-extremal martingale with Brownian filtration ⋮ Time-changed local martingales under signed measures
This page was built for publication:
