Convergence of two-parameter stochastic processes

DOI10.1007/BF00966263MaRDI QIDQ1110173zbMATH OpenFDO

Authors R. Morkvėnas

Publication date 1987

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00966263

zbMATH Keywords

martingale problem in the planestopping timestwo-parameter Brownian sheettwo-parameter discrete martingalesweak convergence of measures

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Martingales with continuous parameter (60G44) Random fields (60G60)

Review text

See the review in Zbl 0635.60004.

Cites work

• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Dependent central limit theorems and invariance principles
• scientific article; zbMATH DE number 3720093 (Why is no real title available?)
• scientific article; zbMATH DE number 3772664 (Why is no real title available?)
• scientific article; zbMATH DE number 3497149 (Why is no real title available?)
• scientific article; zbMATH DE number 3572933 (Why is no real title available?)
• Stochastic integrals in the plane
• Stopping times and tightness

Cited in

(7)

• On almost sure convergence of two-parameter random processes
• Global convergence of the stochastic tâtonnement process
• scientific article; zbMATH DE number 4034732 (Why is no real title available?)
• scientific article; zbMATH DE number 4064198 (Why is no real title available?)
• scientific article; zbMATH DE number 4098401 (Why is no real title available?)
• scientific article; zbMATH DE number 3892447 (Why is no real title available?)
• scientific article; zbMATH DE number 223571 (Why is no real title available?)

This page was built for publication: Convergence of two-parameter stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1110173)