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The joint law of the maximum and terminal value of a martingale

✍ Scribed by L. C. G. Rogers

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The maximum maximum of a martingale cons

✍ Haydyn Brown; David Hobson; L.C.G. Rogers 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 186 KB

THE LAW OF MAXIMUM NORMAL NUTRITIVE VALU

✍ Forbes, E. B. 📂 Article 📅 1933 🏛 American Association for the Advancement of Scienc 🌐 English ⚖ 105 KB

A law of the iterated logarithm for mart

✍ R. J. Tomkins 📂 Article 📅 1975 🏛 Springer 🌐 English ⚖ 137 KB

The martingale maximum principle and the

✍ M.H.A. Davis; G.L. Gómez 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 334 KB

A bounded law of the iterated logarithm

✍ Herold Dehling; Manfred Denker; Walter Philipp 📂 Article 📅 1986 🏛 Springer 🌐 English ⚖ 798 KB

A martingale analogue of Kolmogorov's la

✍ William F. Stout 📂 Article 📅 1970 🏛 Springer 🌐 English ⚖ 507 KB