Martingales in Japan

DOI10.1007/978-3-031-05988-9_9zbMath1523.60015MaRDI QIDQ6096239

Shinzo Watanabe

Publication date: 11 September 2023

Published in: The Splendors and Miseries of Martingales (Search for Journal in Brave)

zbMATH Keywords

multiplicative decompositionMarkov processmartingaleadditive functionalHunt processsemimartingaleItô-Tanaka formulaFukushima decompositionsample functionItô's circle operationWatanabe decomposition

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) History of mathematics in the 20th century (01A60) Martingales with continuous parameter (60G44) History of probability theory (60-03)

Cites Work

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