Optional martingales. (English) Zbl 0472.60048
MSC:
60G44 | Martingales with continuous parameter |
60G40 | Stopping times; optimal stopping problems; gambling theory |
60H05 | Stochastic integrals |
60G17 | Sample path properties |
60G44 | Martingales with continuous parameter |
60G40 | Stopping times; optimal stopping problems; gambling theory |
60H05 | Stochastic integrals |
60G17 | Sample path properties |