✦ LIBER ✦

In discrete time a local martingale is a martingale under

✍ Scribed by Yuri Kabanov

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Time-space polynomial martingales cenera

✍ A. Goswami; Arindam Sengupta 📂 Article 📅 1995 🏛 Springer US 🌐 English ⚖ 704 KB

Local and True Martingales in Discrete T

✍ Prokaj, V.; Rásonyi, M. 📂 Article 📅 2011 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 160 KB

A Discrete Time Equivalent Martingale Me

✍ Robert J. Elliott; Dilip B. Madan 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 216 KB

A New Martingale Representation Theorem

✍ N. S. Boyarintseva; V. M. Khametov 📂 Article 📅 2004 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 185 KB

A Course in Stochastic Processes || Disc

✍ Bosq, Denis; Nguyen, Hung T. 📂 Article 📅 1996 🏛 Springer Netherlands ⚖ 1003 KB

A Martingale Selection Problem in the Fi

✍ Rokhlin, D. B. 📂 Article 📅 2006 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 220 KB