Hyperdefinite stochastic integration III: Hyperdefinite representations of standard martingales.

Authors

  • Tom L. Lindström

DOI:

https://doi.org/10.7146/math.scand.a-11870

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Published

1980-06-01

How to Cite

Lindström, T. L. (1980). Hyperdefinite stochastic integration III: Hyperdefinite representations of standard martingales. MATHEMATICA SCANDINAVICA, 46, 315–331. https://doi.org/10.7146/math.scand.a-11870

Issue

Vol. 46 (1980)

Section

Articles