Convergence of stochastic integrals to a continuous local martingale with conditionally independent increments (Q2944746)

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scientific article; zbMATH DE number 6479225
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    Convergence of stochastic integrals to a continuous local martingale with conditionally independent increments
    scientific article; zbMATH DE number 6479225

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      Convergence of stochastic integrals to a continuous local martingale with conditionally independent increments (English)
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      8 September 2015
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      local martingale
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      stochastic integrals
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      convergence in law
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