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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| English | Convergence of stochastic integrals to a continuous local martingale with conditionally independent increments |
scientific article; zbMATH DE number 6479225 |
Statements
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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0.9346133
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0.90873855
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0.9063921
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0.90291226
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0.90286577
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0.90087044
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0.90060556
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