Some particular problems of martingale theory

MaRDI QIDQ5493540zbMATH OpenFDO

Authors Alexander Cherney

Publication date 23 October 2006

zbMATH Keywords

convergence of martingaleslocal martingalesorthogonal local martingalesquadratic covariationstochastic integralsuniformly integrable martingales

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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