Dimension for Martingales

Published 27 Oct 2012 in math.PR and math.GT | (1210.7381v3)

Abstract: A martingale \int H.dZ is defined as having Dimension k if H has rank k almost surely, almost all t. Dimension can be used as a geometric invariant to classify and study martingales. We also define general Brownian motions in higher dimensions.

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Authors (1)

Prabhu Janakiraman

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