Approximate martingale characterization of Wiener processes on locally compact Abelian groups

DOI10.1007/BF02570856MaRDI QIDQ811547zbMATHFDO

Authors Michael S. Bingham

Publication date 1992

Published in Mathematische Zeitschrift (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/174384

zbMATH Keywords

Wiener processlocally compact Abelian groupapproximate martingale conditionlocal martingale conditions

Mathematics Subject Classification ID

Brownian motion (60J65) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Martingales with continuous parameter (60G44)

Recommendations

• scientific article; zbMATH DE number 778005
• On diffusion hemigroups of probability measures on an Abelian locally compact group
• Martingale characterizations of stochastic processes on compact groups
• A martingale characterization of the Wiener process
• MARTINGALE CHARACTERIZATIONS OF INCREMENT PROCESSES IN A LOCALLY COMPACT GROUP

Cites work

• scientific article; zbMATH DE number 3174732 (Why is no real title available?)
• scientific article; zbMATH DE number 4034749 (Why is no real title available?)
• scientific article; zbMATH DE number 3586220 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• scientific article; zbMATH DE number 3187168 (Why is no real title available?)
• A central limit theorem for approximate martingale arrays with values in a locally compact Abelian group
• Functional central limit theorems for approximate martingale arrays in a locally compact Abelian group

Cited in

(6)

• scientific article; zbMATH DE number 778005 (Why is no real title available?)
• Convergence of approximate martingale arrays to mixtures of infinitely divisible distributions in locally compact Abelian groups
• Martingale characterizations of stochastic processes on compact groups
• scientific article; zbMATH DE number 2099071 (Why is no real title available?)
• scientific article; zbMATH DE number 4135136 (Why is no real title available?)
• MARTINGALE CHARACTERIZATIONS OF INCREMENT PROCESSES IN A LOCALLY COMPACT GROUP

This page was built for publication: Approximate martingale characterization of Wiener processes on locally compact Abelian groups

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q811547)