PlanetMath (more info)
 Math for the people, by the people. Sponsor PlanetMath
Encyclopedia | Requests | Forums | Docs | Wiki | Random | RSS  
Login
create new user
name:
pass:
forget your password?
Main Menu
References to 'martingale'
1. analytic solution of Black-Scholes PDE by stevecheng
2. Bichteler-Dellacherie theorem by gel
3. Black-Scholes formula by stevecheng
4. Black-Scholes PDE by stevecheng
5. conditional expectation under change of measure by stevecheng
6. c\`adl\`ag process by gel
7. derivation of Black-Scholes formula in martingale form by stevecheng
8. Doob's inequalities by gel
9. Doob's optional sampling theorem by skubeedooo
10. gale by skubeedooo
11. Kolmogorov's martingale inequality by stevecheng
12. Levy martingale characterization by skubeedooo
13. Levy process by juansba
14. local martingale by skubeedooo
15. local properties of processes by gel
16. martingale convergence theorem by gel
17. Martingale criterion (continuous time) by karstenb
18. Martingale criterion (discrete time) by karstenb
19. martingale proof of Kolmogorov's strong law for square integrable variables by gel
20. martingale proof of the Radon-Nikodym theorem by gel
21. predictable stopping time by gel
22. probabilistic method by bbukh
23. proof of Doob's inequalities by gel
24. proof of Martingale criterion by karstenb
25. proof of Martingale criterion (continuous time) by karstenb
26. quadratic variation by gel
27. quadratic variation of Brownian motion by gel
28. random walk by CWoo
29. semimartingale topology by gel
30. stopped process by gel
31. ucp convergence of processes by gel
32. upcrossings and downcrossings by gel