The asymptotic behavior of locally square integrable martingales
DOI10.1214/AOP/1176988279zbMATH Open0831.60053OpenAlexW2092472465MaRDI QIDQ1897150FDOQ1897150
Authors: Jia-gang Wang 
Publication date: 25 January 1996
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176988279
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Cited In (7)
- Title not available (Why is that?)
- Laws of the iterated logarithm for locally square integrable martingales
- Convergence of locally square integrable martingales to a continuous local martingale
- Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces
- Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process
- Martingale-type processes indexed by the real line
- Convergent martingales of asymptotically minimal fluctuation
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