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.
Convergence of Locally Square Integrable Martingales to a Continuous Local Martingale
Department of Operations Research, Faculty of Computer Science and Cybernetics, Taras Shevchenko National University, Kyiv, Ukraine.
Book Publisher International
February 6, 2020