3. Martingales

  1. Nicolae Dinculeanu

Published Online: 30 SEP 2011

DOI: 10.1002/9781118033012.ch3

Vector Integration and Stochastic Integration in Banach Spaces

Vector Integration and Stochastic Integration in Banach Spaces

How to Cite

Dinculeanu, N. (2000) Martingales, in Vector Integration and Stochastic Integration in Banach Spaces, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118033012.ch3

Publication History

  1. Published Online: 30 SEP 2011
  2. Published Print: 21 JAN 2000

ISBN Information

Print ISBN: 9780471377382

Online ISBN: 9781118033012

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Keywords:

  • stochastic integral;
  • martingales;
  • square integrable martingales;
  • isometrical isomorphism;
  • Hubert spaces

Summary

This chapter contains sections titled:

  • Stochastic integral of martingales

  • Square integrable martingales