scientific article; zbMATH DE number 1232442

zbMath0922.60003MaRDI QIDQ4223087

Zdzisław Brzeźniak, Zastawniak, Tomasz

Publication date: 13 December 1998

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zbMATH Keywords

Markov chainsBrownian motionmartingalesPoisson processrandom variableconditional probability and conditional expectationIto stochastic calculusoptional stopping problem

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic integrals (60H05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Foundations of stochastic processes (60G05)

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