学术探索
学术期刊
新闻热点
数据分析
智能评审

MARTINGALES - RECENT DEVELOPMENTS, RESULTS AND APPLICATIONS

被引：35
作者：
SHIRYAYEV, AN
机构：
来源：
INTERNATIONAL STATISTICAL REVIEW | 1981年 / 49卷 / 03期
关键词：
D O I：
10.2307/1402605
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：199 / 233
页数：35
相关论文
共 29 条
[11]   ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY-DISTRIBUTIONS .2. [J].
KABANOV, JM ;
LIPCER, RS ;
SIRJAEV, AN .
MATHEMATICS OF THE USSR-SBORNIK, 1980, 36 (01) :31-58
[12]   ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY-DISTRIBUTIONS .1. [J].
KABANOV, JM ;
LIPCER, RS ;
SIRJAEV, AN .
MATHEMATICS OF THE USSR-SBORNIK, 1979, 35 (05) :631-680
[13]  
LEBEDEV V, 1978, INT S STOCHASTIC DIF, P65
[14]  
LIPTSER R, 1980, THEORY PROB APPLIC, V25, P683
[15]  
LIPTSER R, 1981, UNPUB Z WAHR VERW GE
[16]   ON NECESSARY AND SUFFICIENT CONDITIONS IN THE FUNCTIONAL CENTRAL LIMIT-THEOREM FOR SEMIMARTINGALES [J].
LIPTSER, RS ;
SHIRYAEV, AN .
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1981, 26 (01) :130-135
[17]  
LIPTSER RS, 1978, STATISTICS RANDOM PR, V2
[18]  
LIPTSER RS, 1977, STATISTICS RANDOM PR, V1
[19]  
Metivier M., 1980, STOCHASTIC INTEGRATI
[20]  
NOVIKOV A, 1981, THEORY PROB APPLIC, V26, P287
123