Weak Convergence of Integrable Martingale Measures

XIE Yingchao, . Weak Convergence of Integrable Martingale Measures[J]. Chinese Journal of Applied Probability and Statistics, 1996, 12(4): 393-400.

Citation:

XIE Yingchao, . Weak Convergence of Integrable Martingale Measures[J]. Chinese Journal of Applied Probability and Statistics, 1996, 12(4): 393-400.

Citation:

XIE Yingchao, . Weak Convergence of Integrable Martingale Measures[J]. Chinese Journal of Applied Probability and Statistics, 1996, 12(4): 393-400.

Abstract

In this paper, we introduce the concept of weak convergence of integrable martingale measures in distribution, which is organic combination of weak convergence of finite measures and convergence of martingales in distribution, and the conditions are provided for weak convergence of martingale measures.

FullText(HTML)

Turn off MathJax

Article Contents

Export File