Weak convergence of hilbert valued martingale measures
作者:
Ying-Chao Xie,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1997)
卷期:
Volume 15,
issue 3
页码: 443-462
ISSN:0736-2994
年代: 1997
DOI:10.1080/07362999708809487
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
In this paper, we discuss the property of Hilbert valued martingale measure and introduce the concept of convergence of martingale measures in distribution. The sufficient. and necessary conditions are provided for strongly orthogonal martingale measures with independent increments (Theorem 2.2). The conditions are given for convergence of martingale measures
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