Martingales with Independent Increments

DOI10.1214/aoms/1177697607zbMath0214.43901OpenAlexW2093263276MaRDI QIDQ5617348

P. W. Millar

Publication date: 1969

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

Full work available at URL: https://doi.org/10.1214/aoms/1177697607

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Markov processes (60J99)

Related Items (6)

Sums of Independent Random Variables and the Burkholder Transforms ⋮ The kernel estimate is relatively stable ⋮ Path behavior of processes with stationary independent increments ⋮ Path behavior of processes with stationary independent increments ⋮ Two strong limit theorems for processes with independent increments ⋮ An Extremal Property of Independent Random Variables

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