A Characterization Theorem for the Distribution of a Continuous Local Martingale and Related Limit Theorems

Details A Characterization Theorem for the Distribution of a Continuous Local Martingale and Related Limit Theorems A Characterization Theorem for the Distribution of a Continuous Local Martingale and Related Limit Theorems

2009-08-13

arxiv.org/abs/0908.1939v3

Mathematics

Probability

This paper has been withdrawn by the author, because the characterization theorem is incorrect (though the author results sust

Scientific paper

The main result of the article reads: the distribution of a continuous starting from zero local martingale whose quadratic characteristic is almost surely absolutely continuous with respect to some non-random increasing continuous function is determined by the distribution of the quadratic characteristic. Functional limit theorem based on this characterization are proved.

Affiliated with

Also associated with

No associations

Rating

A Characterization Theorem for the Distribution of a Continuous Local Martingale and Related Limit Theorems does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A Characterization Theorem for the Distribution of a Continuous Local Martingale and Related Limit Theorems, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A Characterization Theorem for the Distribution of a Continuous Local Martingale and Related Limit Theorems will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-701782