Convergence of Locally Square Integrable Martingales to a Continuous Local Martingale

Convergence of Locally Square Integrable Martingales to a Continuous Local Martingale

Andriy Yurachkivsky
Department of Operations Research, Faculty of Computer Science and Cybernetics, Taras Shevchenko National University, Kyiv, Ukraine.

Book Details

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Book Details

Author(s)

Andriy Yurachkivsky
Pages

37
Publisher

Book Publisher International
Language

English
ISBN-13 (15)

978-93-89816-44-0 (Print)
978-93-89816-45-7 (eBook)
Published

February 6, 2020

About The Author / Editor

Andriy Yurachkivsky

Department of Operations Research, Faculty of Computer Science and Cybernetics, Taras Shevchenko National University, Kyiv, Ukraine.

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.