Martingales with Independent Increments

DOI10.1214/AOMS/1177697607MaRDI QIDQ5617348zbMATH OpenOpenAlexFDO

Authors P. W. Millar

Publication date 1969

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177697607

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Markov processes (60J99)

Cited in

(7)

• The kernel estimate is relatively stable
• Two strong limit theorems for processes with independent increments
• Sums of Independent Random Variables and the Burkholder Transforms
• Path behavior of processes with stationary independent increments
• Path behavior of processes with stationary independent increments
• An Extremal Property of Independent Random Variables
• Martingales with independent increments

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