Adelaide Research & Scholarship
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https://hdl.handle.net/2440/36653
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| Type: | Journal article |
| Title: | A continuous time kronecker's lemma and martingale convergence |
| Author: | Elliott, R. |
| Citation: | Stochastic Analysis and Applications, 2001; 19(3):433-437 |
| Publisher: | Taylor & Francis Inc. |
| Issue Date: | 2001 |
| ISSN: | 1532-9356 1532-9356 |
| Statement of Responsibility: | Robert J. Elliott |
| Abstract: | A continuous time version of Kronecker’s lemma is established. This is used to obtain convergence results for martingales. |
| Keywords: | Kronecker’s lemma, Martingale convergence |
| Description: | Copyright © 2001 by Marcel Dekker, Inc. |
| DOI: | 10.1081/SAP-100002020 |
| Published version: | http://www.informaworld.com/smpp/content?content=10.1081/SAP-100002020 |
| Appears in Collections: | Aurora harvest 6 Mathematical Sciences publications |
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