Martingales and the Wiener Process

  • Gopinath Kallianpur
Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 13)

Abstract

In the following definition T is taken to be either R + or [0, T].

Keywords

Wiener 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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Copyright information

© Springer Science+Business Media New York 1980

Authors and Affiliations

  • Gopinath Kallianpur
    • 1
  1. 1.Department of StatisticsUniversity of North CarolinaChapel HillUSA

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