1989•Mathematics and its applications. Soviet seriesRequires access
Theory of Martingales
R. Liptser, A. N. Shiryayev
Open publisher page 977 citations
Abstract
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R. Liptser, A. N. Shiryayev
Abstract
An abstract is not available in the OpenAlex record for this paper.
OpenAlex reports 977 citations for this work. Citation counts describe recorded attention and do not establish research quality.
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Key concepts: Semimartingale, Mathematics, Local martingale, Martingale (probability theory), Quadratic variation, Applied mathematics, Pure mathematics, Statistics