Results 111 to 120 of about 314 (125)

Chapter VI Continuous Parameter Martingales

1982
openaire   +1 more source

Stochastic integration w.r.t. continuous local martingales

Stochastic Processes and Their Applications, 1983
Rajeeva L Karandikar
exaly  

ON CONTINUOUS MARTINGALES

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

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  

Continuous local martingales and stochastic integration in UMD Banach spaces

Stochastics, 2007
Mark Veraar
exaly  

Convergence results for multivariate martingales

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

Continuous Parameter Martingales

openaire   +1 more source

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

Annals of Probability, 1988
exaly