On Sets of Laws of Continuous Martingales

DOI10.1137/S0040585X97T990198zbMATH Open1469.60129OpenAlexW3126921470MaRDI QIDQ5150163FDOQ5150163

Authors: Yuri Kabanov 

Publication date: 9 February 2021

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t990198

Recommendations

• Martingales on random sets and the strong martingale property
• On martingale methods and some Besicovitch type sets
• Asymptotic behavior of continuous set-indexed martingales
• On the law of large numbers for martingales
• Universal and complete sets in martingale theory
• scientific article; zbMATH DE number 1047469
• The martingale properties in statistically recursive sets
• Continuous properties of \(g\)-martingales
• Laws of large numbers for reverse martingales indexed by sets

zbMATH Keywords

Wiener processstochastic integralsweak convergence of measurescontinuous martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cites Work

• Title not available (Why is that?)
• Weak approximation of \(G\)-expectations

Cited In (4)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Universal and complete sets in martingale theory

This page was built for publication: On Sets of Laws of Continuous Martingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5150163)