STABLE CONVERGENCE OF SEMIMARTINGALES

被引：32
|
作者：
FEIGIN, PD
机构：
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1985年 / 19卷 / 01期
关键词：
D O I：
10.1016/0304-4149(85)90044-4
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：125 / 134
页数：10
相关论文
共 50 条
  • [31] FORMAL SEMIMARTINGALES
    SCHWARTZ, L
    LECTURE NOTES IN MATHEMATICS, 1981, 850 : 413 - 489
  • [32] On existence, uniqueness and convergence of multi-valued stochastic differential equations driven by continuous semimartingales
    Ren JiaGang
    Wu Jing
    Zhang Hua
    SCIENCE CHINA-MATHEMATICS, 2014, 57 (03) : 589 - 607
  • [33] On existence, uniqueness and convergence of multi-valued stochastic differential equations driven by continuous semimartingales
    JiaGang Ren
    Jing Wu
    Hua Zhang
    Science China Mathematics, 2014, 57 : 589 - 607
  • [34] CHARACTERIZATION OF SEMIMARTINGALES
    STRICKER, C
    LECTURE NOTES IN MATHEMATICS, 1984, 1059 : 148 - 153
  • [35] On existence,uniqueness and convergence of multi-valued stochastic diferential equations driven by continuous semimartingales
    REN JiaGang
    WU Jing
    ZHANG Hua
    ScienceChina(Mathematics), 2014, 57 (03) : 589 - 607
  • [36] Stable convergence of inner functions
    Ivrii, Oleg
    JOURNAL OF THE LONDON MATHEMATICAL SOCIETY-SECOND SERIES, 2020, 102 (01): : 257 - 286
  • [37] Rate of convergence to a stable law
    Kuske, R
    Keller, JB
    SIAM JOURNAL ON APPLIED MATHEMATICS, 2000, 61 (04) : 1308 - 1323
  • [38] On the convergence of stable phase transitions
    Padilla, P
    Tonegawa, Y
    COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1998, 51 (06) : 551 - 579
  • [39] ON THE RATE OF CONVERGENCE TO A STABLE LAW
    HALL, P
    JOURNAL OF THE LONDON MATHEMATICAL SOCIETY-SECOND SERIES, 1981, 23 (FEB): : 179 - 192
  • [40] Rate of convergence to a stable law
    Kuske, R.
    Keller, J.B.
    SIAM Journal on Applied Mathematics, 2001, 61 (04) : 1308 - 1323
12345