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Theory of Martingales
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Theory of Martingales
Theory of Martingales
RL
R. Sh. Liptser
R. Sh. Liptser
AS
A. N. Shiryayev
A. N. Shiryayev
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1 January 1989
book
Published by
Springer Nature
https://doi.org/10.1007/978-94-009-2438-3
Abstract
No abstract available
Keywords
ERGODIC THEORY
LAW OF LARGE NUMBERS
MARKOV PROCESS
MARTINGALE
PROBABILITY DISTRIBUTION
SEMIMARTINGALE
VARIANC
ADAPTED PROCESS
CLASSIFICATION
FILTRATION
FINITE-DIMENSIONAL DISTRIBUTION
LOCAL MARTINGALE
MIXING
POINT PROCESS
QUADRATIC VARIATION
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