On Sets of Laws of Continuous Martingales

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Theory of Probability and its Applications Pub Date : 2021-02-05 DOI:10.1137/S0040585X97T990198

Y. Kabanov

引用次数: 0

Abstract

We prove that the set of laws of stochastic integrals $H\,{\cdot}\, W$, where $W$ is a multidimensional Wiener process and $H^2$ takes values in a compact convex subset $D$ of the set of symmetric ...

查看原文本刊更多论文

关于连续鞅定律的集合

我们证明了随机积分$H\，{\cdot}\， W$的定律集，其中$W$是一个多维维纳过程，$H^2$取对称…的集合的紧凸子集$D$的值。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Theory of Probability and its Applications 数学-统计学与概率论

CiteScore

1.00

自引率

16.70%

发文量

审稿时长

6 months

期刊介绍： Theory of Probability and Its Applications (TVP) accepts original articles and communications on the theory of probability, general problems of mathematical statistics, and applications of the theory of probability to natural science and technology. Articles of the latter type will be accepted only if the mathematical methods applied are essentially new.