On Sets of Laws of Continuous Martingales

DOI10.1137/S0040585X97T990198zbMath1469.60129OpenAlexW3126921470MaRDI QIDQ5150163

Youri M.Kabanov

Publication date: 9 February 2021

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t990198

zbMATH Keywords

Wiener processstochastic integralsweak convergence of measurescontinuous martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cites Work

• Weak approximation of \(G\)-expectations
• Unnamed Item

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