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Publication:3928742
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zbMath0474.60037MaRDI QIDQ3928742

Alexander Novikov

Publication date: 1980


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

zbMATH Keywords

stopping timeslocal martingaleconditions for uniform integrability


Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)


Related Items (6)

Optimal investment in a general stochastic factor framework under model uncertainty ⋮ Robust portfolio decisions for financial institutions ⋮ A criterion for uniform integrability of exponential martingales ⋮ Option hedging for semimartingales ⋮ Sharp \(L^p\)-bounds for the martingale maximal function ⋮ Uniform integrability of continuous exponential martingales







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