Results 91 to 100 of about 15,383 (104)

ON CONTINUOUS MARTINGALES

Proceedings of the National Academy of Sciences of the United States of America, 1965
Lester E Dubins, L E Dubins
exaly  

Chapter VI Continuous Parameter Martingales

1982
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Martingales and stochastic integrals in the theory of continuous trading

Stochastic Processes and Their Applications, 1981
Stanley R Pliska
exaly  

Maximal inequalities for a series of continuous local martingales

SUT Journal of Mathematics, 2003
Litan Yan
exaly  

Continuous‐Time Martingales

2011
Denis Saure
exaly  

Convergence results for multivariate martingales

Stochastic Processes and Their Applications, 2005
Irène Crimaldi, Luca Pratelli
exaly  

On the Rate of Convergence in the Central Limit Theorem for Martingales with Discrete and Continuous Time

Annals of Probability, 1988
exaly  

A representation theorem for smooth Brownian martingales

Stochastics, 2016
Qidi Peng
exaly  

Continuous Parameter Martingales

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Optimal stopping problem for continuous local martingales and some sharp inequalities

Stochastic and Stochastics Reports, 1997
exaly