Discrete Parameter Martingales

The concept of a martingale introduced in Section 1.5 of Chapter 1 [see (1.5.19)] was defined in terms of the conditional expectation with respect to a 蟽-algebra. In this section, we will explore briefly some basic properties of this co...

P Todorovic - Springer New York

A Course in Financial Calculus: Binomial trees and discrete parameter martingales

The concept of a martingale introduced in Section 1.5 of Chapter 1 [see (1.5.19)] was defined in terms of the conditional expectation with respect to a 蟽-algebra. In this section, we will explore briefly some basic properties of this co...

A Etheridge

Binomial trees and discrete parameter martingales

This text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and...

BA Etheridge

Discrete-Parameter Martingales - Neveu, J.

TY - JOURAU - Strasser, H.TI - Discrete-Parameter Martingales - Neveu, J.JO - MetrikaPY - 1977VL - 24SP - 61EP - 61UR - http://eudml.org/doc/175703ER -

H Strasser

Discrete-Parameter Martingales.by Jacques Neveu

TY - JOURAU - Strasser, H.TI - Discrete-Parameter Martingales - Neveu, J.JO - MetrikaPY - 1977VL - 24SP - 61EP - 61UR - http://eudml.org/doc/175703ER -

RBJFC Kingman - 《Journal of the Royal Statistical Society》

Discrete-parameter martingales. Translated by T. P. Speed

TY - JOURAU - Strasser, H.TI - Discrete-Parameter Martingales - Neveu, J.JO - MetrikaPY - 1977VL - 24SP - 61EP - 61UR - http://eudml.org/doc/175703ER -

J Neveu

Multiparameter Processes: An Introduction to Random Fields

Part I starts with discrete-time one-parameter martingales and continues with multiparameter orthomartingales. Maximal inequalities, convergence notions, topological convergence and reversed orthomartingales are studied. In general, a lot of ...

K Davar - Springer

Amarts: A class of asymptotic martingales. A: Discrete parameter

A sequence ( X n) of random variables adapted to an ascending (asc.) sequence F n of σ-algebras is an amart iff EX τ converges as τ runs over the set T ...

GA Edgar，L Sucheston - 《Journal of Multivariate Analysis》