On the convergence of square-integrable semimartingales

DOI10.1070/RM1987V042N06ABEH001500zbMATH Open0677.60035OpenAlexW1972121121MaRDI QIDQ3833342FDOQ3833342

Authors: A. A. Antonyan 

Publication date: 1987

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1987v042n06abeh001500

zbMATH Keywords

compensatorsemimartingalestheory of optimal controlcontrolled stochastic differential equations

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Optimal stochastic control (93E20)

Cited In (1)

• Convergence of locally square integrable martingales to a continuous local martingale

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