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- W1525469469 abstract "THIS IS A MINOR UPDATE OF THE ARXIV VERSION (11/2012), OF SOME DEFINITIONS AND PROBLEMS. We define that a martingale R H dZ has Dimension k if the rank of the matrix process H equals k almost surely, for almost every t. The definition is shown to be well defined, and the value can be used as a geometric invariant to classify and study martingales. We also define general Brownian motions in higher dimensions." @default.
- W1525469469 created "2016-06-24" @default.
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- W1525469469 date "2012-10-27" @default.
- W1525469469 modified "2023-09-27" @default.
- W1525469469 title "DIMENSION FOR MARTINGALES" @default.
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