Abstract
Survey of preceding results. We start by recalling and making more precise the definitions and previously obtained results pertaining to martingales and semimartingales (cf. Volume I, Chapter II, Section 2 and Chapter III, Section 4).
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© 1979 Springer-Verlag New York Inc.
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Gihman, I.I., Skorohod, A.V. (1979). Martingales and Stochastic Integrals. In: The Theory of Stochastic Processes III. Grundlehren der mathematischen Wissenschaften, vol 232. Springer, New York, NY. https://doi.org/10.1007/978-1-4615-8065-2_1
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DOI: https://doi.org/10.1007/978-1-4615-8065-2_1
Publisher Name: Springer, New York, NY
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Online ISBN: 978-1-4615-8065-2
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