On discrete stochastic processes with long-lasting time dependence in the variance
نویسندگان
چکیده
منابع مشابه
Discrete Time Stochastic Processes
4 Martingales 35 4.1 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36 4.2 Doob Decomposition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38 4.3 Optional Sampling Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 4.4 Inequalities and Convergence . . . . . . . . . . . ...
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ژورنال
عنوان ژورنال: The European Physical Journal B
سال: 2008
ISSN: 1434-6028,1434-6036
DOI: 10.1140/epjb/e2008-00387-2