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scientific article; zbMATH DE number 44889
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 44889 |
Statements
17 September 1992
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stochastic calculus
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martingale characterization of semimartingales
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stochastic exponents
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weak convergence
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local martingales
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square- integrable martingales
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Doob-Meyer decomposition
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stochastic integral
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process with stationary independent increments
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Lévy measure
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Donsker type invariance principles
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diffusion approximations
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