Convergence of locally square integrable martingales to a continuous local martingale

DOI10.1155/2011/580292zbMath1235.60043OpenAlexW2120295979WikidataQ58692035 ScholiaQ58692035MaRDI QIDQ764412

Andriy Yurachkivsky

Publication date: 13 March 2012

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/580292

zbMATH Keywords

conditionally independent incrementscontinuous local martingalelocally square integrable martingaleasymptotically conditionally Gaussian processes

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05)

Related Items (1)

Convergence of stochastic integrals to a continuous local martingale with conditionally independent increments

Cites Work

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• Construction of a martingale with given absolute value
• Thomas-fermi and related theories of atoms and molecules
• Probability Theory III

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