Convergence of locally square integrable martingales to a continuous local martingale

DOI10.1155/2011/580292zbMATH Open1235.60043OpenAlexW2120295979WikidataQ58692035 ScholiaQ58692035MaRDI QIDQ764412FDOQ764412

Authors: A. P. Yurachkivs'kyj 

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

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zbMATH Keywords

continuous local martingalelocally square integrable martingaleconditionally independent incrementsasymptotically conditionally Gaussian processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42)

Cites Work

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• Thomas-fermi and related theories of atoms and molecules
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• Construction of a martingale with given absolute value
• Probability Theory III
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Cited In (10)

• Convergence of submartingales to an increasing process under discretization of filtrations
• Convergence of local supermartingales
• Continuous Ocone martingales as weak limits of rescaled martingales
• Convergence of stochastic integrals to a continuous local martingale with conditionally independent increments
• Title not available (Why is that?)
• Title not available (Why is that?)
• On weak convergence of sequences of continuous local martingales
• Title not available (Why is that?)
• Title not available (Why is that?)
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