Continuous Ocone martingales as weak limits of rescaled martingales
From MaRDI portal
Publication:1860598
zbMath1017.60053MaRDI QIDQ1860598
Publication date: 25 February 2003
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/122799
Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17)
This page was built for publication: Continuous Ocone martingales as weak limits of rescaled martingales