Weak Convergence to Ocone Martingales: a Remark
نویسندگان
چکیده
منابع مشابه
Uniform Convergence of Reversed Martingales
A necessary and sufficient condition for the uniform convergence of a family of reversed martingales converging to a degenerated limiting process is given. The condition is expressed by means of regular convergence (in Hardy’s sense) of corresponding means. It is shown that the given regular convergence is equivalent to Hoffmann-Jørgensen’s eventually total boundedness in the mean which is nece...
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2004
ISSN: 1083-589X
DOI: 10.1214/ecp.v9-1121