On a non symmetric operation for two-parameter martingales
F. Utzet (1985)
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
Similarity:
F. Utzet (1985)
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
Similarity:
Peter Imkeller (1989)
Séminaire de probabilités de Strasbourg
Similarity:
Faouzi Chaabane, Faïza Maaouia (2010)
ESAIM: Probability and Statistics
Similarity:
We give limit theorems specifying weak and strong rates of convergence associated to a quadratic extension of the martingale almost-sure central limit theorem. Some typical examples are discussed to illustrate how to make use of them in statistic.
Francis Hirsch, Bernard Roynette (2012)
ESAIM: Probability and Statistics
Similarity:
In this paper, we present a new proof of the celebrated theorem of Kellerer, stating that every integrable process, which increases in the convex order, has the same one-dimensional marginals as a martingale. Our proof proceeds by approximations, and calls upon martingales constructed as solutions of stochastic differential equations. It relies on a uniqueness result, due to Pierre, for a Fokker-Planck equation.
Michael J. Sharpe (1980)
Séminaire de probabilités de Strasbourg
Similarity:
Norihiko Kazamaki (1989)
Séminaire de probabilités de Strasbourg
Similarity: