Weak Convergence of the Variations, Iterated Integrals, and Doleans-Dade Exponentials of Sequences of Semimartingales.
Abstract
This document investigates the weak convergence of variations, iterated integrals and Doleans Dade exponentials. V sub k (Y), I sub k (Y) and E(gamma Y) are called respectively the variations, the iterated integrals and the Doleans-Dade exponential of the semimartingale Y.
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1986
- Accession Number
- ADA168942
Entities
People
- F. Avram
Organizations
- University of North Carolina at Chapel Hill