Approximate martingale characterization of Wiener processes on locally compact Abelian groups
DOI10.1007/BF02570856zbMATH Open0736.60006MaRDI QIDQ811547FDOQ811547
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
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Wiener processlocally compact Abelian groupapproximate martingale conditionlocal martingale conditions
Brownian motion (60J65) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Martingales with continuous parameter (60G44)
Cites Work
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- 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)
- Martingale characterizations of stochastic processes on compact groups
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- MARTINGALE CHARACTERIZATIONS OF INCREMENT PROCESSES IN A LOCALLY COMPACT GROUP
- Convergence of approximate martingale arrays to mixtures of infinitely divisible distributions in locally compact Abelian groups
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