Asymptotic behavior of continuous set-indexed martingales

DOI10.1023/A:1011103428410zbMath0987.60059OpenAlexW13801562MaRDI QIDQ5939304

Diane Saada

Publication date: 10 June 2002

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1011103428410

zbMATH Keywords

continuous processesset-indexed martingalestightness criterion

Mathematics Subject Classification ID

Random fields (60G60) Generalizations of martingales (60G48)

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