• Paolo Baldi
Part of the Universitext book series (UTX)


Martingales are stochastic processes that enjoy many important, sometimes surprising, properties. When studying a process X, it is always a good idea to look for martingales “associated” to X, in order to take advantage of these properties.


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© Springer International Publishing AG 2017

Authors and Affiliations

  • Paolo Baldi
    • 1
  1. 1.Dipartimento di MatematicaUniversità di Roma “Tor Vergata”RomaItaly

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