Abstract
Below in this chapter we denote the discrete-time processes as X n , M n , and so on (with the lower index as time) and continuous-time processes, as before, are denoted as X(t), M(t), and so on (the time index is inside the parentheses).
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Gusak, D., Kukush, A., Kulik, A., Mishura, Y., Pilipenko, A. (2010). Martingales and related processes in discrete and continuous time. Stopping times. In: Theory of Stochastic Processes. Problem Books in Mathematics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-87862-1_7
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DOI: https://doi.org/10.1007/978-0-387-87862-1_7
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