Some inequalities for strong martingales
Nikos E. Frangos, Peter Imkeller (1988)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Displaying similar documents to “The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary”
Some inequalities for strong martingales
On a non symmetric operation for two-parameter martingales
F. Utzet (1985)
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
Similarity:
A remark on a problem of Girsanov
Norihiko Kazamaki (1978)
Séminaire de probabilités de Strasbourg
Similarity:
A remark on the class of martingales with bounded quadratic variation
Norihiko Kazamaki (1989)
Séminaire de probabilités de Strasbourg
Similarity:
On the Krickeberg decomposition of continuous martingales
Takeshi Sekiguchi (1976)
Séminaire de probabilités de Strasbourg
Similarity:
A simple proof of a theorem of Blackwell and Dubins on the maximum of a uniformly integrable martingale
David Gilat, Isaac Meilijson (1988)
Séminaire de probabilités de Strasbourg
Similarity:
Krickeberg's decomposition for local martingales
Norihiko Kazamaki (1972)
Séminaire de probabilités de Strasbourg
Similarity:
Examples on local martingales
Norihiko Kazamaki (1972)
Séminaire de probabilités de Strasbourg
Similarity: