On Weak Compactness of Continuous Semi-Martingales

• 1 March 1979
• journal article
• Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
• Vol. 24  (1) , 91-106
• https://doi.org/10.1137/1124007

Abstract

Keywords

• WEAK COMPACTNESS
• COMPACTNESS OF CONTINUOUS
• CONTINUOUS SEMI MARTINGALES