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Publication:3800818
zbMath0654.60035MaRDI QIDQ3800818
Albert N. Shiryaev, Robert Sh. Liptser
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic calculusconditionally independent incrementslocal martingalesstochastic exponentscontinuous-time martingale theorymartingale characterization of semimartingalesweak convergence of induced measures
Martingales with continuous parameter (60G44) Convergence of probability measures (60B10) Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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