{"title":"The Joint Law of a Max-Continuous Local Submartingale and Its Maximum","authors":"A. Gushchin","doi":"10.1137/S0040585X97T990113","DOIUrl":null,"url":null,"abstract":"We consider the family of converging max-continuous local submartingales starting from zero. An equivalence relation for processes of this family is introduced so that two processes are called equi...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.5000,"publicationDate":"2021-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Probability and its Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1137/S0040585X97T990113","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 1
Abstract
We consider the family of converging max-continuous local submartingales starting from zero. An equivalence relation for processes of this family is introduced so that two processes are called equi...
期刊介绍:
Theory of Probability and Its Applications (TVP) accepts original articles and communications on the theory of probability, general problems of mathematical statistics, and applications of the theory of probability to natural science and technology. Articles of the latter type will be accepted only if the mathematical methods applied are essentially new.