Martingales and related processes in discrete and continuous time. Stopping times
Part of the Problem Books in Mathematics book series (PBM)
Below in this chapter we denote the discrete-time processes as X n , M n , and so on (with the lower index as time) and continuous-time processes, as before, are denoted as X(t), M(t), and so on (the time index is inside the parentheses).
KeywordsWiener Process Local Martingale Uniform Integrability Natural Filtration Integrable Martingale
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
© Springer Science+Business Media, LLC 2010