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Strong martingales: Their decompositions and quadratic variation - MaRDI portal

Strong martingales: Their decompositions and quadratic variation

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Publication:5952035

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DOI10.1023/A:1017536921656zbMath1008.60059MaRDI QIDQ5952035

Dean A. Slonowsky

Publication date: 28 March 2003

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

Doob-Meyer decomposition predictability quadratic variation discrete approximations increasing process set-indexed strong submartingale

Mathematics Subject Classification ID

Random fields (60G60) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07)

Related Items (2)

Supermartingale decomposition with a general index set ⋮ The set-indexed Itô integral

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