局部上鞅的收敛性
概率论
2020-03-16 v1
摘要
我们刻画了局部上鞅收敛的事件。条件由其可料特征与二次变差给出。平稳局部可积性这一概念起着关键作用。
引用
@article{arxiv.2003.06026,
title = {Convergence of Local Supermartingales},
author = {Martin Larsson and Johannes Ruf},
journal= {arXiv preprint arXiv:2003.06026},
year = {2020}
}
备注
Annales de l'Institut Henri Poincar\'e (B) Probabilit\'es et Statistiques, forthcoming, 2020; This paper was part of arXiv:1411.6229