A Functional Central Limit Theorem for Semimartingales
- 1 January 1981
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 25 (4) , 667-688
- https://doi.org/10.1137/1125084
Abstract
No abstract availableKeywords
This publication has 21 references indexed in Scilit:
- ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. IMathematics of the USSR-Sbornik, 1979
- Calcul Stochastique et Problèmes de MartingalesLecture Notes in Mathematics, 1979
- Stopping Times and TightnessThe Annals of Probability, 1978
- An Extended Martingale Invariance PrincipleThe Annals of Probability, 1978
- On the functional central limit theorem for martingalesProbability Theory and Related Fields, 1977
- Séminaire de Probabilités X Université de StrasbourgPublished by Springer Nature ,1976
- Dependent Central Limit Theorems and Invariance PrinciplesThe Annals of Probability, 1974
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approachAdvances in Applied Probability, 1973
- Martingale Central Limit TheoremsThe Annals of Mathematical Statistics, 1971
- A Central Limit Theorem for a Class of Dependent Random VariablesTheory of Probability and Its Applications, 1963