Theory of Martingales
By Yingdong Lu. 2013
246 citations recorded by the source corpus.
Subfields: Demography, Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/25ac4657d5a3d2db7aca61007d7c43e754a2e0d5
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In Demography
In Finance
In Management Science and Operations Research
Citations in the corpus
- On large deviations of coupled diffusions with time scale separation (2013, background): “Theorem 2 on page 510 and Theorem 3 on page 511 in Liptser and Shiryayev [29].”