Publication | Open Access
On Square Integrable Martingales
625
Citations
7
References
1967
Year
EngineeringIntegrable ProbabilityStochastic ProcessesSquare Integrable MartingaleStochastic CalculusProbability Space PStochastic IntegrationSquare Integrable MartingalesStochastic Dynamical SystemStochastic SystemStochastic SystemsProbability TheoryTime Continuous MartingalesStochastic PhenomenonStochastic Differential Equation
Theory of real and time continuous martingales has been developed recently by P. Meyer [8, 9]. Let be a square integrable martingale on a probability space P . He showed that there exists an increasing process ‹X› t such that
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