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Gal’chuk, L. I.

Optional martingales. (English) Zbl 0472.60048

Math. USSR, Sb. 40, 435-468 (1981).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
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Cited in 17 Documents

MSC:

60G44 Martingales with continuous parameter
60G40 Stopping times; optimal stopping problems; gambling theory
60H05 Stochastic integrals
60G17 Sample path properties

Keywords:

optional process

Citations:

Zbl 0323.60039; Zbl 0427.60045; Zbl 0449.60036
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