Resumen de On the law of large numbers for continuous-time martingales and applications to statistics.
Hung T. Nguyen, Tuan D. Pham
In order to develop a general criterion for proving strong consistency of estimators in Statistics of stochastic processes, we study an extension, to the continuous-time case, of the strong law of large numbers for discrete time square integrable martingales (e.g. Neveu, 1965, 1972). Applications to estimation in diffusion models are given.
