Teor. Veroyatnost. i Primenen., 1975 Volume 20, Issue 1, Pages 199–202
(Mi tvp3012)
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Short Communications
A remark on square integrable martingales
A. V. Skorokhod Kiev
Abstract:
In the paper, sufficient conditions are given for the existence of a martingale with given squared variation functional.
Received: 18.04.1974
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