Some Particular Problems of Martingale Theory

Alexander Cherny ()
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Alexander Cherny: Moscow State University, Department of Probability Theory

A chapter in From Stochastic Calculus to Mathematical Finance, 2006, pp 109-124 from Springer

Keywords: Brownian Motion; Weak Convergence; Compact Interval; Stochastic Integral; Local Martingale (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/978-3-540-30788-4_6

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