Convergence of Locally Square Integrable Martingales to a Continuous Local Martingale

Authors

Andriy Yurachkivsky
Department of Operations Research, Faculty of Computer Science and Cybernetics, Taras Shevchenko National University, Kyiv, Ukraine.
DOI: https://doi.org/10.9734/bpi/mono/978-93-89816-44-0

Synopsis

This book deals with convergence of locally square integrable martingales to a continuous local martingale. The book also covers key areas in martingale, quadratic characteristic and convergence. This book contains various materials suitable for students, researchers and academicians of this area.

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Cover for Convergence of Locally Square Integrable Martingales to a Continuous Local Martingale
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Published
February 6, 2020
Copyright (c) 2020 Authors. The licensee is the publisher (Book Publisher International).

Details about the available publication format: PDF

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ISBN-13 (15)
978-93-89816-45-7