Martingales and the Wiener Process
Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 13)
In the following definition T is taken to be either R + or [0, T].
KeywordsWiener Process Local Martingale Complete Probability Space Wiener Measure Strong Markov Property
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.
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© Springer Science+Business Media New York 1980