Remark on strong martingales and the linear embedding of tactics

It is shown that 2-parameter strong martingales in the sense of Walsh can be transformed into 1-parameter martingales by the "embedding of tactics" and can be characterized by this property.

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Year of publication:	1981
Authors:	Grillenberger, Christian ; Krengel, Ulrich
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 11.1981, 4, p. 568-571
Publisher:	Elsevier
Subject:	Strong martingale tactic adapted flood

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221620