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Non-square integrable martingales etc

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Book cover Martingales

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

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Bibliography

  1. AUSTIN, D. — A sample function property of martingales. Ann.M.Stat. 1966, vol. 37, pp 1396–1397.

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  2. DOLEANS-DADE, C. — Quelques applications de la formule de changement de variables. To appear in Zeitschrift für Wahrscheinlichkeitstheorie.

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  3. MAISONNEUVE, B. — Quelques martingale remarquables associées à une martingale continue. Publ.Inst.Stat.Univ. Paris 1970.

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  4. MILLAR, P.W. — Martingale integrals. Trans.Amer.Math.Soc. 1968, vol. 133, pp 145–166.

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Authors
  1. Paul A. Meyer
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Hermann Dinges

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© 1971 Springer-Verlag

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Meyer, P.A. (1971). Non-square integrable martingales etc. In: Dinges, H. (eds) Martingales. Lecture Notes in Mathematics, vol 190. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0065890

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  • DOI: https://doi.org/10.1007/BFb0065890

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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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