Convergence of locally square integrable martingales to a continuous local martingale
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Publication:764412
DOI10.1155/2011/580292zbMath1235.60043WikidataQ58692035 ScholiaQ58692035MaRDI QIDQ764412
Publication date: 13 March 2012
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2011/580292
conditionally independent increments; continuous local martingale; locally square integrable martingale; asymptotically conditionally Gaussian processes
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