Continuous Ocone martingales as weak limits of rescaled martingales

Research output: Contribution to JournalArticleAcademicpeer-review

151 Downloads (Pure)
Original languageEnglish
Pages (from-to)215-222 (electronic)
Number of pages8
JournalElectronic Communications in Probability
Volume7
DOIs
Publication statusPublished - 2002

Bibliographical note

MR1952183

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