<i>σ</i>-Martingales: Foundations, Properties, and a New Proof of the Ansel–Stricker Lemma
<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>σ</mi></semantics></math></inline-formula>-martingales generalize local martingales through localizing sequences of predictable sets, which are essential in stochastic analysis and financial mathematics,...
Kaydedildi:
| Yazar: | |
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| Materyal Türü: | Artigo |
| Dil: | Inglês |
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MDPI AG
2025-02-01
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| Seri Bilgileri: | Mathematics |
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| Online Erişim: | https://www.mdpi.com/2227-7390/13/4/682 |
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