Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4673394 | Annales de l'Institut Henri Poincare (B) Probability and Statistics | 2007 | 11 Pages |
Abstract
An invariance principle for Azéma martingales is presented as well as a new device to construct solutions of Emery's structure equations.
RésuméNous présentons un principe d'invariance pour les martingales d'Azéma ainsi qu'une nouvelle construction de solutions d'équations de structure d'Emery.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability