The asymptotic behavior of locally square integrable martingales

DOI10.1214/AOP/1176988279zbMath0831.60053OpenAlexW2092472465MaRDI QIDQ1897150

Jia-gang Wang

Publication date: 25 January 1996

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988279

zbMATH Keywords

convergence ratesstrong law of large numbersquadratic variationstochastic integralpredictable processlocally square integrable martingale

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Strong limit theorems (60F15) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (3)

Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces ⋮ Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process ⋮ Laws of the iterated logarithm for locally square integrable martingales

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