A weak convergence criterion for constructing changes of measure (Q2811915)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A weak convergence criterion for constructing changes of measure |
scientific article; zbMATH DE number 6590964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A weak convergence criterion for constructing changes of measure |
scientific article; zbMATH DE number 6590964 |
Statements
A weak convergence criterion for constructing changes of measure (English)
0 references
9 June 2016
0 references
local martingales
0 references
changes of measure
0 references
weak convergence
0 references
weak solution
0 references
Girsanov theorem
0 references
tightness
0 references
jump processes
0 references
conditional queueing process
0 references
0 references
0 references
0 references
0 references
