Convergence of locally square integrable martingales to a continuous local martingale

DOI10.1155/2011/580292MaRDI QIDQ764412zbMATH OpenOpenAlexWikidataFDO

Authors A. P. Yurachkivs'kyj

Publication date 13 March 2012

Published in Journal of Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2011/580292

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)

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Cites work

• scientific article; zbMATH DE number 3888631 (Why is no real title available?)
• scientific article; zbMATH DE number 46016 (Why is no real title available?)
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• Construction of a martingale with given absolute value
• Probability Theory III
• Thomas-fermi and related theories of atoms and molecules

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
• scientific article; zbMATH DE number 1998867 (Why is no real title available?)
• scientific article; zbMATH DE number 3852146 (Why is no real title available?)
• On weak convergence of sequences of continuous local martingales
• scientific article; zbMATH DE number 140560 (Why is no real title available?)
• scientific article; zbMATH DE number 4188868 (Why is no real title available?)
• scientific article; zbMATH DE number 1961349 (Why is no real title available?)

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