scientific article; zbMATH DE number 16689

MaRDI QIDQ3973374zbMATH OpenFDO

Authors Shengwu He, Jia-gang Wang

Publication date 26 June 1992

zbMATH Keywords

absolute continuitycontiguityconvergence in variationlocal martingalesoptimal stopping problemspredictable representationthinning of point processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Continuity and singularity of induced measures (60G30) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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