Dubins–Schwarz theorem
id:
dubins-schwarz-theorem-243-15158265
title:
Dubins–Schwarz theorem
text:
In the theory of martingales, the Dubins-Schwarz theorem is a theorem that says all continuous local martingales and martingales are time-changed Brownian motions. The theorem was proven in 1965 by Lester Dubins and Gideon E. Schwarz and independently in the same year by K. E. Dambis, a doctorial student of Eugene Dynkin.
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Dubins%E2%80%93Schwarz_theorem
date created:
date modified:
2024-04-05T20:24:26Z
main entity:
{"identifier":"Q113611577","url":"https://www.wikidata.org/entity/Q113611577"}
image:
fields total:
13
integrity:
13