Construction of a martingale with given absolute value
type: Item
instance of: scholarly article
title: Construction of a martingale with given absolute value
zbMATH Open document ID: 0484.60037
published in: The Annals of Probability
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 3761116
zbMATH Keywords: submartingale
zbMATH Keywords: stopping time
zbMATH Keywords: stochastic interval
author: Martin T. Barlow
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176994473
OpenAlex ID: W2072875734
DOI: 10.1214/AOP/1176994473
description: scientific article; zbMATH DE number 3761116