Open AccessON CHARACTERIZING THE REPRESENTATION FOR A REVERSED POINT MARTINGALE
Author(s) -
Tina Cheng,
Ching-Sung Chou
Publication year - 2008
Publication title -
taiwanese journal of mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.529
H-Index - 46
eISSN - 2224-6851
pISSN - 1027-5487
DOI - 10.11650/twjm/1500405088
Subject(s) - mathematics , martingale (probability theory) , local martingale , doob's martingale inequality , martingale representation theorem , martingale pricing , point process , martingale difference sequence , pure mathematics , statistics , diffusion process , computer science , knowledge management , innovation diffusion , geometric brownian motion