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Chapter title |
Square Integrable Martingales and Structure of the Functionals on a Wiener Process
|
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Chapter number | 6 |
Book title |
Statistics of Random Processes
|
Published by |
Springer, Berlin, Heidelberg, January 2001
|
DOI | 10.1007/978-3-662-13043-8_6 |
Book ISBNs |
978-3-64-208366-2, 978-3-66-213043-8
|
Authors |
Robert S. Liptser, Albert N. Shiryaev |