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.

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.

Cover for Convergence of Locally Square Integrable Martingales to a Continuous Local Martingale
Media Promotion
DOI: https://doi.org/10.9734/bpi/mono/978-93-89816-44-0
Copyright (c) 2020 Authors. The licensee is the publisher (Book Publisher International).

Details about the available publication format: PDF

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

Article Metrics

PlumX

See Details