Comparative Convergence of Processes.

被引：0

作者：

Lenglart, Erik

机构：

来源：

| 1979年 / 2卷 / 04期

关键词：

Compendex;

D O I：

10.1080/17442507908833131

中图分类号：

学科分类号：

摘要：

Two processes are considered associated if their difference is a local martingale. The ensembles of convergence of two associated processes are compared, and a theorem which generalizes the lemmas of Borel-Cantelli and of Levy is obtained. The present analysis finds application in the theory of stochastic differential equations and in statistics.

引用

页码：287 / 310

页数：23

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