搜索结果: 1-2 共查到“统计调查分析理论 Martingale”相关记录2条 . 查询时间(0.109 秒)
Proofs of the martingale FCLT
functional central limit theorems martingales diffusion approximations invariance principles
2009/5/18
This is an expository review paper elaborating on the proof of the martingale functional central limit theorem (FCLT). This paper also reviews tightness and stochastic boundedness, highlighting one-di...
An Exponential Martingale Equation
Backward stochastic dierential equation exponential martingale
2009/4/22
We prove an existence of a unique solution of an exponential martingale equation in the class of BMO martingales. The solution is used to characterize optimal martingale measures.