Schwartz, Laurent Survey of the theory of martingales. (English) Zbl 0498.60052 Bull. Malays. Math. Soc., II. Ser. 2, 61-74 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page MSC: 60G44 Martingales with continuous parameter 60G42 Martingales with discrete parameter 60H05 Stochastic integrals Keywords:survey; local martingales; Doob-Meyer decomposition; Ito’s formula; potential theory PDF BibTeX XML Cite \textit{L. Schwartz}, Bull. Malays. Math. Soc., II. Ser. 2, 61--74 (1979; Zbl 0498.60052) OpenURL