A~remark on square integrable martingales
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 1, pp. 199-202
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In the paper, sufficient conditions are given for the existence of a martingale with given squared variation functional.
@article{TVP_1975_20_1_a23,
author = {A. V. Skorokhod},
title = {A~remark on square integrable martingales},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {199--202},
publisher = {mathdoc},
volume = {20},
number = {1},
year = {1975},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_1_a23/}
}
A. V. Skorokhod. A~remark on square integrable martingales. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 1, pp. 199-202. http://geodesic.mathdoc.fr/item/TVP_1975_20_1_a23/