Existence and uniqueness of a Martingale problem in D+, I'

Raul Fierro

Statistics & Probability Letters, 1990, vol. 9, issue 4, 357-359

Abstract: In this paper we prove existence and uniqueness in law of a continuous martingale with values in I'd, so that its increasing process is continuous and deterministic.

Keywords: Functional; central; limit; theorem; nuclear; space; weak; convergence (search for similar items in EconPapers)
Date: 1990
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(90)90146-X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:9:y:1990:i:4:p:357-359

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().