Martingales and semimartingales: continuous time
Part of the Applications of Mathematics book series (SMAP, volume 5)
Let (Ω, ℱ, P) be a probability space and let F = (ℱ t ), t ≥ 0, be a non-decreasing family of sub-σ-algebras of ℱ.
Unable to display preview. Download preview PDF.
Notes and references
© Springer Science+Business Media New York 1977