A martingale approach to the PASTA property
From MaRDI portal
Publication:5286012
DOI10.2307/3214637zbMATH Open0787.60113OpenAlexW2330648801MaRDI QIDQ5286012
Publication date: 29 June 1993
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214637
Queueing theory (aspects of probability theory) (60K25) Strong limit theorems (60F15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05)
Related Items (2)
Recommendations
- Title not available (Why is that?) ๐ ๐
- Title not available (Why is that?) ๐ ๐
- Title not available (Why is that?) ๐ ๐
- The martingale property in the context of stochastic differential equations ๐ ๐
- The martingale properties in statistically recursive sets ๐ ๐
- On the martingale property for generalized stochastic processes ๐ ๐
- Martingale generalizations and preservation of martingale properties ๐ ๐
- On Wolff's Pasta Martingale ๐ ๐
This page was built for publication: A martingale approach to the PASTA property
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5286012)