摘要
本文引入了可积鞅测度弱收敛的概念。
In this paper, we introduce the concept of weak convergence of integrable martingale measures in distribution, which is organic combination of weak convergence of finite measures and convergence of martingales in distribution, and the conditions are provided for weak convergence of martingale measures.
出处
《应用概率统计》
CSCD
北大核心
1996年第4期393-400,共8页
Chinese Journal of Applied Probability and Statistics
基金
Research partially supported by Foundations of National Natural Science of China
关键词
可积鞅测度
弱收敛
鞅测度
Integrable martingale measure, weak convergence.
