Código QR (código de barras bidimensional)

<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,...

Fuld beskrivelse

Na minha lista:
Hovedforfatter: Moritz Sohns
Format: Artigo
Sprog:Inglês
Udgivet: MDPI AG 2025-02-01
Serier:Mathematics
Fag:
σ-martingales
stochastic processes
stochastic integration
localization
semimartingales
Ansel–Stricker lemma
Online adgang:https://www.mdpi.com/2227-7390/13/4/682
Tags: Tilføj Tag
Ingen Tags, Vær først til at tagge denne postø!

Lignende værker