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local properties of processes
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(Definition)
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"local properties of processes" is owned by gel.
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See Also: local martingale
| Also defines: |
local property, local submartingale, local martingale, locally integrable process, locally bounded process, prelocalization, prelocal property |
| Keywords: |
stochastic process, stopping time, stopped process |
This object's parent.
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Cross-references: prestopped processes, predictable process, bounded, monotonicity, submartingale, supermartingale, equivalent, fixed, Brownian motion, stochastic differential equation, solutions, Calculus, necessary and sufficient, uniformly integrable, stronger, real numbers, interval, integrable, class, minimal element, stopped processes, infinity, increasing, almost surely, stopping times, sequence, filtered probability space, stochastic integration, transformations, useful, martingale, stochastic processes, properties
There are 9 references to this entry.
This is version 2 of local properties of processes, born on 2008-12-26, modified 2008-12-26.
Object id is 11389, canonical name is LocalPropertiesOfProcesses.
Accessed 1628 times total.
Classification:
| AMS MSC: | 60G40 (Probability theory and stochastic processes :: Stochastic processes :: Stopping times; optimal stopping problems; gambling theory) | | | 60G05 (Probability theory and stochastic processes :: Stochastic processes :: Foundations of stochastic processes) | | | 60G48 (Probability theory and stochastic processes :: Stochastic processes :: Generalizations of martingales) |
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Pending Errata and Addenda
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