Convergence of stochastic integrals to a continuous local martingale with conditionally independent increments (Q2944746)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of stochastic integrals to a continuous local martingale with conditionally independent increments |
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Convergence of stochastic integrals to a continuous local martingale with conditionally independent increments (English)
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8 September 2015
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local martingale
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stochastic integrals
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convergence in law
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