Weak convergence to Ocone martingales: a remark.
Peccati, Giovanni (2004)
Electronic Communications in Probability [electronic only]
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “On the left endpoints of brownian excursions”
Weak convergence to Ocone martingales: a remark.
Continuous Ocone martingales as weak limits of rescaled martingales.
van Zanten, Harry (2002)
Electronic Communications in Probability [electronic only]
Similarity:
Some invariance properties (of the laws) of Ocone's martingales
Lioudmilla Vostrikova, Marc Yor (2000)
Séminaire de probabilités de Strasbourg
Similarity:
On the Azéma-Yor stopping time
Isaac Meilijson (1983)
Séminaire de probabilités de Strasbourg
Similarity:
On the Lévy transformation of brownian motions and continuous martingales
Lester E. Dubins, Michel Émery, Marc Yor (1993)
Séminaire de probabilités de Strasbourg
Similarity:
On filtrations of brownian polynomials
Alok Goswami, B. V. Rao (1991)
Séminaire de probabilités de Strasbourg
Similarity:
On changing time
R. Cairoli, J. B. Walsh (1977)
Séminaire de probabilités de Strasbourg
Similarity:
Some remarkable pure martingales
S. Beghdadi-Sakrani (2003)
Annales de l'I.H.P. Probabilités et statistiques
Similarity: