Weak convergence of stochastic integrals driven by martingale measure (Q1904536)
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scientific article; zbMATH DE number 828743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of stochastic integrals driven by martingale measure |
scientific article; zbMATH DE number 828743 |
Statements
Weak convergence of stochastic integrals driven by martingale measure (English)
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22 April 1996
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stochastic integrals
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martingale measures
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weak convergence
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Skorokhod topology
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Brownian density process
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0.9572266
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0.9437088
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