Continuous Ocone martingales as weak limits of rescaled martingales.
Electronic Communications in Probability [electronic only] (2002)
- Volume: 7, page 205-212
- ISSN: 1083-589X
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topvan Zanten, Harry. "Continuous Ocone martingales as weak limits of rescaled martingales.." Electronic Communications in Probability [electronic only] 7 (2002): 205-212. <http://eudml.org/doc/122799>.
@article{vanZanten2002,
author = {van Zanten, Harry},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Ocone martingales; rescaled martingales; weak convergence},
language = {eng},
pages = {205-212},
publisher = {University of Washington},
title = {Continuous Ocone martingales as weak limits of rescaled martingales.},
url = {http://eudml.org/doc/122799},
volume = {7},
year = {2002},
}
TY - JOUR
AU - van Zanten, Harry
TI - Continuous Ocone martingales as weak limits of rescaled martingales.
JO - Electronic Communications in Probability [electronic only]
PY - 2002
PB - University of Washington
VL - 7
SP - 205
EP - 212
LA - eng
KW - Ocone martingales; rescaled martingales; weak convergence
UR - http://eudml.org/doc/122799
ER -
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