Concrete representation of martingales.
Electronic Journal of Probability [electronic only] (1998)
- Volume: 3, page Paper No. 15, 15 p.-Paper No. 15, 15 p.
- ISSN: 1083-589X
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topMontgomery-Smith, Stephen. "Concrete representation of martingales.." Electronic Journal of Probability [electronic only] 3 (1998): Paper No. 15, 15 p.-Paper No. 15, 15 p.. <http://eudml.org/doc/119822>.
@article{Montgomery1998,
author = {Montgomery-Smith, Stephen},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {Skorokhod imbedding; martingale difference; tangent sequences},
language = {eng},
pages = {Paper No. 15, 15 p.-Paper No. 15, 15 p.},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Concrete representation of martingales.},
url = {http://eudml.org/doc/119822},
volume = {3},
year = {1998},
}
TY - JOUR
AU - Montgomery-Smith, Stephen
TI - Concrete representation of martingales.
JO - Electronic Journal of Probability [electronic only]
PY - 1998
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 3
SP - Paper No. 15, 15 p.
EP - Paper No. 15, 15 p.
LA - eng
KW - Skorokhod imbedding; martingale difference; tangent sequences
UR - http://eudml.org/doc/119822
ER -
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