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

Issue

Vol. 46 (1980)

Section

Articles

How to Cite

[1]
T. L. Lindström, “Hyperdefinite stochastic integration III: Hyperdefinite representations of standard martingales”., Math. Scand., vol. 46, pp. 315–331, Jun. 1980, doi: 10.7146/math.scand.a-11870.