On Sets of Laws of Continuous Martingales

DOI10.1137/S0040585X97T990198MaRDI QIDQ5150163zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Wiener processstochastic integralsweak convergence of measurescontinuous martingales

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1834045 (Why is no real title available?)
• Weak approximation of \(G\)-expectations

Cited in

(4)

• scientific article; zbMATH DE number 1047463 (Why is no real title available?)
• scientific article; zbMATH DE number 167213 (Why is no real title available?)
• scientific article; zbMATH DE number 4109754 (Why is no real title available?)
• Universal and complete sets in martingale theory

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