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ArticleA strong law of large numbers for local martingales

R. Liptser1980

Article1980

A strong law of large numbers for local martingales

383 citations·0/0 files stored·Stochastics

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

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(1980). A strong law of large numbers for local martingales. Stochastics: Vol. 3, No. 1-4, pp. 217-228.

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References

2002Un Cours sur les Intégrales Stochastiques 1975Identification and system parameter Estimation

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1994Hierarchical Modeling of Stochastic Networks, Part I: Fluid Models 2003Parametric estimation for linear stochastic differential equations driven by fractional Brownian motion 1986Optimal estimation for semimartingales 1986Quasi-least-squares estimation in semimartingale regression models

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Details

Year1980

Typearticle

Published1980-01-01

VenueStochastics

ISSN-L0090-9491

Languageen

Citations383

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1080/17442508008833146

openalex_workW2079012091

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