scientific article

zbMath0463.60040MaRDI QIDQ3914152

David Nualart, Marta Sanz-Solé

Publication date: 1981

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1981__17_2_147_0

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

zbMATH Keywords

time changestopping settwo parameter martingales

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cites Work

• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• Differentiation formulas for stochastic integrals in the plane
• An extension of stochastic integrals in the plane
• [https://portal.mardi4nfdi.de/wiki/Publication:4148564 R�gions d'arr�t, localisations et prolongements de martingales]
• Unnamed Item

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