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.
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original url: https://en.wikipedia.org/wiki/Dubins%E2%80%93Schwarz_theorem
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date modified: 2024-04-05T20:24:26Z
main entity: {"identifier":"Q113611577","url":"https://www.wikidata.org/entity/Q113611577"}
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