An invariance principle for Azéma martingales

Authors

Enriquez, Nathanael

Description

An invariance principle for Azéma martingales is presented as well as a new device to construct solutions of Emery's structure equations.

Keywords

Probability, 60F17, 60G44, 60J75

URI

http://salesiana.dossiersoluciones.com/handle/123456789/104946

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0511402
http://arxiv.org/abs/math/0511402

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