Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I (Q5391429): Difference between revisions
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Latest revision as of 20:04, 5 March 2024
scientific article; zbMATH DE number 5875216
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I |
scientific article; zbMATH DE number 5875216 |
Statements
Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I (English)
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6 April 2011
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stochastic integrals
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functional limit theorems
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weak convergence
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semimartingales
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