Results 111 to 120 of about 317 (127)

Continuous Parameter Martingales

2010
openaire   +1 more source

ON CONTINUOUS MARTINGALES

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

Chapter VI Continuous Parameter Martingales

1982
openaire   +1 more source

A multivariate central limit theorem for continuous local martingales

Statistics and Probability Letters, 2000
Harry Van Zanten
exaly  

Stochastic integration w.r.t. continuous local martingales

Stochastic Processes and Their Applications, 1983
Rajeeva Laxman Karandikar
exaly  

Convergence results for multivariate martingales

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

Continuous‐Time Martingales

2011
Denis Saure
exaly  

Continuous local martingales and stochastic integration in UMD Banach spaces

Stochastics, 2007
Mark Veraar
exaly  

Martingales and stochastic integrals in the theory of continuous trading

Stochastic Processes and Their Applications, 1981
Stanley Pliska
exaly  

A complete characterization of local martingales which are functions of Brownian motion and its maximum

Bernoulli, 2006
Jan Obloj
exaly