Some limit theorems for Schärf-Stieltjes stochastic integrals
✍ Scribed by Yu. S. Mishura
- Book ID
- 112479495
- Publisher
- Springer
- Year
- 1981
- Tongue
- English
- Weight
- 506 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0041-5995
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two