On the law of large numbers for continuous-time martingales and applications to statistics.
Stochastica, Tome 6 (1982) no. 1, p. 5.

Voir la notice de l'article dans European Digital Mathematics Library

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.
Classification : 60G44, 62M05, 62G05, 60F15
Mots-clés : Martingalas, Proceso de difusión, Ley de los grandes números, Estimador no paramétrico, strong law of large numbers, strong consistency, diffusion process, Wiener process, almost sure convergence, right continuous locally square integrable martingales 
@article{STO_1982__6_1_38855,
     author = {Hung T. Nguyen and Tuan D. Pham},
     title = {On the law of large numbers for continuous-time martingales and applications to statistics.},
     journal = {Stochastica},
     pages = {5},
     publisher = {mathdoc},
     volume = {6},
     number = {1},
     year = {1982},
     mrnumber = {MR0694201},
     zbl = {0519.62068},
     language = {en},
     url = {https://geodesic-test.mathdoc.fr/item/STO_1982__6_1_38855/}
}
TY  - JOUR
AU  - Hung T. Nguyen
AU  - Tuan D. Pham
TI  - On the law of large numbers for continuous-time martingales and applications to statistics.
JO  - Stochastica
PY  - 1982
SP  - 5
VL  - 6
IS  - 1
PB  - mathdoc
UR  - https://geodesic-test.mathdoc.fr/item/STO_1982__6_1_38855/
LA  - en
ID  - STO_1982__6_1_38855
ER  - 
%0 Journal Article
%A Hung T. Nguyen
%A Tuan D. Pham
%T On the law of large numbers for continuous-time martingales and applications to statistics.
%J Stochastica
%D 1982
%P 5
%V 6
%N 1
%I mathdoc
%U https://geodesic-test.mathdoc.fr/item/STO_1982__6_1_38855/
%G en
%F STO_1982__6_1_38855
Hung T. Nguyen; Tuan D. Pham. On the law of large numbers for continuous-time martingales and applications to statistics.. Stochastica, Tome 6 (1982) no. 1, p. 5. https://geodesic-test.mathdoc.fr/item/STO_1982__6_1_38855/