Vague Convergence of Semimartingale Random Measures (Q3158139): Difference between revisions
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Property / cites work: From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process<sup>1</sup> / rank | |||
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Property / cites work: Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\) / rank | |||
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Property / cites work: Limit theorems for point processes and their functionals / rank | |||
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Property / cites work: Vague convergence of locally integrable martingale measures / rank | |||
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Latest revision as of 17:40, 7 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Vague Convergence of Semimartingale Random Measures |
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Vague Convergence of Semimartingale Random Measures (English)
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20 January 2005
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semimartingale random measure
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stochastic integral
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vague convergence
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