Theory of Martingales

  • R. Sh. Liptser
  • A. N. Shiryayev

Part of the Mathematics and Its Applications book series (MASS, volume 49)

Table of contents

About this book

Keywords

Ergodic theory Law of large numbers Markov process Martingale Probability distribution Semimartingale Varianc adapted process classification filtration finite-dimensional distribution local martingale mixing point process quadratic variation

Authors and affiliations

  • R. Sh. Liptser
    • 1
  • A. N. Shiryayev
    • 1
  1. 1.Steklov Institute of MathematicsAcademy of Sciences of the U.S.S.R.MoscowU.S.S.R.

Bibliographic information

  • DOI https://doi.org/10.1007/978-94-009-2438-3
  • Copyright Information Springer Science+Business Media B.V. 1989
  • Publisher Name Springer, Dordrecht
  • eBook Packages Springer Book Archive
  • Print ISBN 978-94-010-7600-5
  • Online ISBN 978-94-009-2438-3
  • Series Print ISSN 0169-6378
  • About this book