Back to Search
Start Over
The Time Reversal Method
- Source :
- Peacocks and Associated Martingales, with Explicit Constructions ISBN: 9788847019072
- Publication Year :
- 2011
- Publisher :
- Springer Milan, 2011.
-
Abstract
- We associate to some F2-type peacocks (see Definition 1.8) a martingale by using a time reversal method. Then, quite similarly as in Chapter 2, where we exhibit some peacocks and associated martingales defined from the Brownian sheet, we construct, thanks to time reversal arguments, a new family of peacocks and associated martingales.
- Subjects :
- Pure mathematics
Martingale (probability theory)
Brownian motion
Mathematics
Subjects
Details
- ISBN :
- 978-88-470-1907-2
- ISBNs :
- 9788847019072
- Database :
- OpenAIRE
- Journal :
- Peacocks and Associated Martingales, with Explicit Constructions ISBN: 9788847019072
- Accession number :
- edsair.doi...........5c90047b1d7ad5bed40e3de230ff1521
- Full Text :
- https://doi.org/10.1007/978-88-470-1908-9_3