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A representation for supermartingales - MaRDI portal

A representation for supermartingales

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zbMath0724.60049MaRDI QIDQ757989

M. Yu. Sverchkov, Sergey N. Smirnov

Publication date: 1989

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

martingales supermartingale representations of supermartingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

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