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Local and True Martingales in Discrete Time

✍ Scribed by Prokaj, V.; Rásonyi, M.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

In discrete time a local martingale is a

✍ Yuri Kabanov 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 219 KB

Local martingales and the fundamental as

✍ J. Jacod; A.N. Shiryaev 📂 Article 📅 1998 🏛 Springer-Verlag 🌐 English ⚖ 185 KB

Discrete versus continuous time models:

✍ Robert Jarrow; Philip Protter 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 158 KB

A Course in Stochastic Processes || Disc

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

(Semi-) martingale inequalities and loca

✍ M. T. Barlow; M. Yor 📂 Article 📅 1981 🏛 Springer 🌐 English ⚖ 722 KB

Martingale approximations for continuous

✍ Hajo Holzmann 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 241 KB