Continuous Parameter Martingales

Bhattacharya, Rabi; Waymire, Edward C.

doi:10.1007/978-3-030-78939-8_13

Rabi Bhattacharya¹⁵ &
Edward C. Waymire¹⁶

Part of the book series: Graduate Texts in Mathematics ((GTM,volume 292))

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Abstract

In this chapter some of the main theorems for discrete parameter martingales obtained in previous chapters are extended to continuous parameter martingales. A central point is the use of martingale theory for the regularization of sample paths of stochastic processes.

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Authors and Affiliations

Department of Mathematics, The University of Arizona, Tucson, AZ, USA
Rabi Bhattacharya
Department of Mathematics, Oregon State Univeristy, Corvallis, OR, USA
Edward C. Waymire

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Rabi Bhattacharya
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Edward C. Waymire
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Bhattacharya, R., Waymire, E.C. (2021). Continuous Parameter Martingales. In: Random Walk, Brownian Motion, and Martingales. Graduate Texts in Mathematics, vol 292. Springer, Cham. https://doi.org/10.1007/978-3-030-78939-8_13

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DOI: https://doi.org/10.1007/978-3-030-78939-8_13
Published: 09 June 2021
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-78937-4
Online ISBN: 978-3-030-78939-8
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)

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