Martingales and the weak convergence of probabilistic measures

Rolando Rebolledo

Kybernetika (1979)

  • Volume: 15, Issue: 1, page (1)-7
  • ISSN: 0023-5954

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Rebolledo, Rolando. "Martingales et convergence étroite de mesures de probabilité." Kybernetika 15.1 (1979): (1)-7. <http://eudml.org/doc/27471>.

@article{Rebolledo1979,
author = {Rebolledo, Rolando},
journal = {Kybernetika},
keywords = {martingale with continuous parameter},
language = {fre},
number = {1},
pages = {(1)-7},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Martingales et convergence étroite de mesures de probabilité},
url = {http://eudml.org/doc/27471},
volume = {15},
year = {1979},
}

TY - JOUR
AU - Rebolledo, Rolando
TI - Martingales et convergence étroite de mesures de probabilité
JO - Kybernetika
PY - 1979
PB - Institute of Information Theory and Automation AS CR
VL - 15
IS - 1
SP - (1)
EP - 7
LA - fre
KW - martingale with continuous parameter
UR - http://eudml.org/doc/27471
ER -

References

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  1. P. Billingsley, Convergence of Probability Measures, John Wiley, 1968. (1968) Zbl0172.21201MR0233396
  2. C. Dellacherie, Capacités et Processus Stochastiques, Springer-Verlag, 1972. (1972) Zbl0246.60032MR0448504
  3. P. A. Meyer, Un cours sur l'Intégrale Stochastique, Sem. de Proba. X. Lecture Notes in Math. 511 (1974/1975). (1974) 
  4. R. Rebolledo, Convergence en loi des martingales continues, C. R. Acad. Sci. Paris 282, série A, (1976), 483-485. (1976) Zbl0348.60067MR0428428
  5. R. Rebolledo, Remarques sur la convergence en loi des martingales vers des martingales continues, C. R. Acad. Sci. Paris 285, série A, (1977), 465-468. (1977) MR0448544
  6. R. Rebolledo, Remarques sur la convergence en loi des martingales vers des martingales continues, (2ème partie). C.R. Acad. Sci. Paris 285, série A, (1977), 517-520. (1977) MR0461626
  7. R. Rebolledo, Convergence en loi de martingales locales discontinues, C. R. Acad. Sci. Paris à paraître. Zbl0394.60051
  8. R. Rebolledo, Sur les applications de la théorie des martingales à l'étude statistique d'une famille de processus ponctuels, Proceedings du Colloque de Statistique de Grenoble. Lectures Notes in Math. 636 (1978), 27-70. (1978) Zbl0387.60051MR0498944
  9. R. Rebolledo, La méthode des martingales appliquée à l'étude de la convergence en loi de processus, A paraître. 
  10. C. Stone, Weak convergence of stochastic processes defined on semi-infinite intervals, Proc. A. M. S. 14 (1964) pp. 694 sg. (1964) MR0153046
  11. D. W. Stroock S. R. S. Varadhan, Diffusion processes with continuous coefficients, Comm. Pure Appl. Math. 22 (1969), 345-400 et 479-530. (1969) 

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