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Stoppzeiten und lokale Martingale

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Martingale in diskreter Zeit

Part of the book series: Springer-Lehrbuch Masterclass ((MASTERCLASS))

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Zusammenfassung

Für die Modellierung stochastischer Systeme ist es wesentlich, Prozesse nicht nur für feste oder „deterministische“ Zeitpunkte n ∈ T zu betrachten, sondern für zufällige Zeiten. In diesem Kapitel werden wir dies präzisieren.

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  1. Harald Luschgy

    Present address: Department IV, Mathematik, Universität Trier, 54286, Trier, Deutschland

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    1. Harald Luschgy
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    Correspondence to Harald Luschgy .

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    Luschgy, H. (2013). Stoppzeiten und lokale Martingale. In: Martingale in diskreter Zeit. Springer-Lehrbuch Masterclass. Springer Spektrum, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-29961-2_2

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