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Square integrable martingales, a survey

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Part of the book series: Lecture Notes in Mathematics ((LNM,volume 190))

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Bibliography

  • H. KUNITA and S. WATANABE, On square integrable martingales, Nagoya M.J., 1967, vol. 30, pp 209–245.

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  • A. CORNEA and G. LICEA, Optionally stable subspaces in L 2. Decompositions of square integrable martingales.

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Hermann Dinges

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© 1971 Springer-Verlag

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Meyer, P.A. (1971). Square integrable martingales, a survey. In: Dinges, H. (eds) Martingales. Lecture Notes in Mathematics, vol 190. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0065889

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  • DOI: https://doi.org/10.1007/BFb0065889

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-05396-5

  • Online ISBN: 978-3-540-36515-0

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