𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Weak convergence of martingale problem solutions

✍ Scribed by R. Morkvenas


Publisher
Springer
Year
1976
Tongue
English
Weight
182 KB
Volume
15
Category
Article
ISSN
0363-1672

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A Weak Convergence Theorem for Functiona
✍ Z. Rychlik; I. Szyszkowski πŸ“‚ Article πŸ“… 1987 πŸ› John Wiley and Sons 🌐 English βš– 195 KB

For each n, let ( S n k ) , 1 S k s k,, be a mean zero square -integrable martingale adapted to increasing a-fields ($nk), O s k s h n , and let ( b n k ) , OSkaE,, be a system of random variables such that bno=O -=bnl-=... -= bnkn= 1 and such that bnk is Snn,k-l measurable for each k. We present su