{"entities":{"Q764412":{"pageid":766261,"ns":120,"title":"Item:Q764412","lastrevid":64205334,"modified":"2026-04-11T18:20:17Z","type":"item","id":"Q764412","labels":{"en":{"language":"en","value":"Convergence of locally square integrable martingales to a continuous local martingale"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6014372"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q764412$C31A7399-2561-40E6-9EE2-2E8623FD6314","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"18086c7d4a95dfae691604bd38580f814f1d4fd0","datavalue":{"value":{"text":"Convergence of locally square integrable martingales to a continuous local martingale","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q764412$2F227D9B-3DD4-4FD8-BBAB-B172C8B19874","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"8b2043ea3000e1197ac306c52a218c58cdcf5fe5","datavalue":{"value":"1235.60043","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q764412$BC9D762E-00C6-4D3F-95AF-1700037FBC0C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"b50c8db7c4de04b077d9925ea8aec4027668c1ec","datavalue":{"value":"10.1155/2011/580292","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q764412$94CD7976-B50E-4DA6-AC94-DB82D9DE3C5D","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"5ebcde56f33ff87ab1a51ec0096513c60c6dcd40","datavalue":{"value":{"entity-type":"item","numeric-id":392985,"id":"Q392985"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q764412$458F8AFF-FA19-4261-83CA-F204AEB6C239","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"291dfa4bea40517409b4ae31a6cee6f850f4be90","datavalue":{"value":{"entity-type":"item","numeric-id":117358,"id":"Q117358"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q764412$FAABAC1A-463F-4AED-8B74-72DB9E8E34F6","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"a2d208db1103a8eff5ee81c748238cac793871fb","datavalue":{"value":{"time":"+2012-03-13T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q764412$A56E7B3E-6002-4893-B2A5-C172E35CC814","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"50e2c6e09f498998c88272d5db22b7f7941235f3","datavalue":{"value":"Summary: Let, for each \\(n \\in \\mathbb N\\), \\(X_n\\) be an \\(\\mathbb R^d\\)-valued locally square integrable martingale w.r.t. a filtration \\((\\mathcal F_n(t), t \\in \\mathbb R_+)\\) (the probability spaces may be different for different \\(n\\)). It is assumed that the discontinuities of \\(X_n\\) are in a sense asymptotically small as \\(n \\rightarrow \\infty\\) and the relation \\(\\text{E}(f(\\langle zX_n \\rangle(t))|\\mathcal F_n(s)) - f(\\langle zX_n \\rangle(t)) @> \\text{P} >> 0\\) holds for all \\(t > s > 0\\), row vectors \\(z\\) and bounded uniformly continuous functions \\(f\\). Under these two principal assumptions and a number of technical ones, it is proved that the martingales \\(X_n\\) are asymptotically conditionally Gaussian processes with conditionally independent increments. If, moreover, the compound processes \\((X_n(0), \\langle X_n \\rangle)\\) converge in distribution to some \\((\\overset \\circ  X, H)\\), then a sequence \\((X_n)\\) converges in distribution to a continuous local martingale \\(X\\) with initial value \\(\\overset \\circ  X\\) and quadratic characteristic \\(H\\), whose finite-dimensional distributions are explicitly expressed via those of \\((\\overset \\circ  X, H)\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q764412$9EDC7183-7C30-4932-8A56-35192856A20A","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ed4d55e3e61150aa8fe2d0b34dd7ca7ed0b67ce","datavalue":{"value":"60G42","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q764412$82593AC2-1BCA-465C-9B7B-05D9B6CB3573","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"06501b652e368cc105ad78a5eac217e38c314cda","datavalue":{"value":"60F05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q764412$06BE1BAD-A49B-463F-9CAA-6EE79804A2B2","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"2ec300d511828a1ed4069d9f70e0069e0ad68193","datavalue":{"value":"6014372","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q764412$2C0AADA7-C4C9-4466-8C9C-1E7167661C77","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"15062376a4c102f8496c62c02cbcaf3c6bd1ecfe","datavalue":{"value":"locally square integrable martingale","type":"string"},"datatype":"string"},"type":"statement","id":"Q764412$50C5AA40-BAFF-40E0-8113-793CAD1B4AAA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ecc1068932afde5021daa8749bba509363db60cb","datavalue":{"value":"continuous local martingale","type":"string"},"datatype":"string"},"type":"statement","id":"Q764412$A2A15392-B90B-469F-A14A-A9A6F51A257A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a145b964b2e43d5352ffe2b92d2e4ba6ae26c2f1","datavalue":{"value":"asymptotically conditionally Gaussian processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q764412$4448A656-AFD1-4133-9E57-5A3B16974F3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"028c334f1c1302bf28b40d9dc0ecb99632d1a02f","datavalue":{"value":"conditionally independent increments","type":"string"},"datatype":"string"},"type":"statement","id":"Q764412$D7C4819B-6D7F-47A3-9E3D-344D57AA6E39","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"ea3b0a616387a9c3a0dd76341dd95a1b70d00e28","datavalue":{"value":"Q58692035","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q764412$E9659AEB-CCFA-40B9-A1E1-88D3E7D6CC12","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q764412$21A839D7-24E0-4A37-9BE5-82043B7DD291","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"dea131ce169def40ccf7d6e277c032c9a34b6a72","datavalue":{"value":"https://doi.org/10.1155/2011/580292","type":"string"},"datatype":"url"},"type":"statement","id":"Q764412$37ABE67C-4615-4CE8-AA63-8E0220DD1478","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"8f8c7928b405545778326e4edb89faf0b0b30b02","datavalue":{"value":"W2120295979","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q764412$CF07F4AC-9678-42A2-9F0F-F3438E27F749","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce7e02e886b7be4d88f22b9c5418d5224e13725a","datavalue":{"value":{"entity-type":"item","numeric-id":4372774,"id":"Q4372774"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q764412$60C341A6-FA2C-4A60-B82A-FCD7C6C6E5C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"55213fd85f78cf0e8d2109a31d440c361f3ee2a6","datavalue":{"value":{"entity-type":"item","numeric-id":3996311,"id":"Q3996311"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q764412$6656BAA3-29A3-4F0B-B02F-58AE8E1E05CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"59dfa3126c3af521bed44c0410b3ee6cb2b81bb8","datavalue":{"value":{"entity-type":"item","numeric-id":3221125,"id":"Q3221125"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q764412$9BDC4867-55CB-47C8-872E-F9A4F271F8B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"58c8f80332a658e3da47e93648ee93c6b657cb08","datavalue":{"value":{"entity-type":"item","numeric-id":4229322,"id":"Q4229322"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q764412$0F4DA490-6C61-446A-9C08-F09CEAA155DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a11b2415f087cb272e0cfa1733a19785bcce1c87","datavalue":{"value":{"entity-type":"item","numeric-id":5332803,"id":"Q5332803"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q764412$A574B0AF-830B-4480-9747-4198F9CF21B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"97aa03b00d943af1ecc4d23473ad99dec74d5c45","datavalue":{"value":{"entity-type":"item","numeric-id":4518653,"id":"Q4518653"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q764412$CF426F8E-CE8F-4811-AAD8-DC079FA5897D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5ca4d4168b03711a66f45db1a305688244a93791","datavalue":{"value":{"entity-type":"item","numeric-id":1163783,"id":"Q1163783"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q764412$93432B21-D2D5-40A1-8D3F-64C34612BA4E","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"74a3df28a2b52acc92f92781126fd2a1c7043b5c","datavalue":{"value":{"entity-type":"item","numeric-id":2944746,"id":"Q2944746"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"577d24fd8c7b1bb4b1f047bb61cd4069d6dc6323","datavalue":{"value":{"amount":"+0.9346133","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q764412$4BC48CBC-2FB7-4C0B-8E6C-6BC5810E54F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c6f3d7591a5bddc496c90c2d2d0c559f81a45e25","datavalue":{"value":{"entity-type":"item","numeric-id":1338745,"id":"Q1338745"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b57fe57f97754affea4abdff5f0e9e47e6801479","datavalue":{"value":{"amount":"+0.9225352","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q764412$CC644F60-8D0E-42F5-AB93-3FD4CE3B4C37","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c6abb75d2f6eba854369303eb5e483779b1ff9f2","datavalue":{"value":{"entity-type":"item","numeric-id":3321186,"id":"Q3321186"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4c3451c59dffb8a2b678711ffa1cfd8aba0a3791","datavalue":{"value":{"amount":"+0.91737664","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q764412$E95A9399-0504-4860-9E1F-9ECF8A3FBE40","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c6c85729ac6dd9058cbbaefca4763600822d333c","datavalue":{"value":{"entity-type":"item","numeric-id":1897150,"id":"Q1897150"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fd73e83622fecb85efe187d5de0c0ac88606145b","datavalue":{"value":{"amount":"+0.9173383","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q764412$A31834A8-9FBD-46BC-9522-AFDD321DD23E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bca7cac440e9ba87395315b7606d356adc4ac2a4","datavalue":{"value":{"entity-type":"item","numeric-id":3479314,"id":"Q3479314"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"09e522df38df2688d7e364976085e1f25427a6de","datavalue":{"value":{"amount":"+0.91145396","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q764412$FB5A3E5D-A8C9-4BE0-97BF-71A5987C548C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d7e4436afe9b86eb5292a5d7b6b7292b6d663b35","datavalue":{"value":{"entity-type":"item","numeric-id":3833342,"id":"Q3833342"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b52daf710ed9b7affb3e168c5339c3eb2d8a9cbc","datavalue":{"value":{"amount":"+0.9108993","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q764412$69C7A89F-754A-4A09-B1D6-CD3664F8EB65","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1e2c46f87685143e9afbc58d85e5636cf4e2c7f2","datavalue":{"value":{"entity-type":"item","numeric-id":1086911,"id":"Q1086911"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a3ba55fd25739e4ede55d9f474287407b6afccfa","datavalue":{"value":{"amount":"+0.91083825","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q764412$0550AABE-76E1-4454-867C-FCD47AE97330","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"748d1ecc6a59f9863b8ec600c77e0ff34c43e15e","datavalue":{"value":{"entity-type":"item","numeric-id":4487992,"id":"Q4487992"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"489568a1661d5c596fc991e205a8cb5d3fb02a1d","datavalue":{"value":{"amount":"+0.9105136","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q764412$85F333F1-3E5B-4207-824A-397874EBF20D","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"45fcd4163b5f33e6e8c784f5522d7246c0a1a61e","datavalue":{"value":{"entity-type":"item","numeric-id":57056,"id":"Q57056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q764412$89B7D9AF-17E3-44F4-90BE-49FFAEAEB92E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Convergence of locally square integrable martingales to a continuous local martingale","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Convergence_of_locally_square_integrable_martingales_to_a_continuous_local_martingale"}}}}}