{"entities":{"Q1078911":{"pageid":1089663,"ns":120,"title":"Item:Q1078911","lastrevid":42859202,"modified":"2025-07-15T11:32:21Z","type":"item","id":"Q1078911","labels":{"en":{"language":"en","value":"Rate of convergence in the functional central limit theorem for semimartingales"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 3960680"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$DF309B61-BEEB-49C5-ABF6-BD80C16CE918","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"a241a5602fda2efdffd5e1021fa1c1620d25907a","datavalue":{"value":{"text":"Rate of convergence in the functional central limit theorem for semimartingales","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1078911$14C34FC1-4A7E-4F10-8849-5CE99D4974AF","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"b497b50497ba64a6506910e4741caad0a889fa56","datavalue":{"value":"0596.60048","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1078911$F79E18EB-662A-4DC8-A27D-A3996EDEEDB6","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"0bfb6e77ccb48ea7ad2ac4da6ee796fdb81d7d3a","datavalue":{"value":"10.1007/BF00966296","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1078911$A24E96AE-CD6B-4B72-B457-1F5B51729454","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"83acb26c132edffe3503227fdedd09777c685939","datavalue":{"value":{"entity-type":"item","numeric-id":1060191,"id":"Q1060191"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$22F7B101-0415-4650-9E68-A5047C6B971D","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6eae2a8f4ab11bae8edce7ff6ed79c3ee5c09211","datavalue":{"value":{"entity-type":"item","numeric-id":90731,"id":"Q90731"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$9837FC43-1EB8-481D-8FE7-E8E23347022A","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"3c94df5c9af0ede578c52141befd29044de13172","datavalue":{"value":{"time":"+1985-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1078911$01C0DCD5-E144-48C2-B082-D0BDBD23C9E7","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"357131393f73ce94eebe76c1edc022eb9c2acc08","datavalue":{"value":"Let \\((X_ n)_ n\\) be a sequence of semimartingales on some standard filtration (\\(\\Omega\\),\\({\\mathcal F},P,({\\mathcal F}_ t)_{t\\geq 0})\\). Let X be a continuous semimartingale with independent increments (hence it has non- random characteristic). It is known [see e.g., \\textit{J. Jacod}, \\textit{A. Klopotowski} and \\textit{J. Memin}, Ann. Inst. Henri Poincar\u00e9, Nouv. S\u00e9r., Sect. B 18, 1-45 (1982; Zbl 0493.60033)] that under some technical conditions, \\(L_ T(P\\circ X_ n^{-1},P\\circ X^{- 1})\\to^{n}0\\), \\(L_ T\\) being the Levy-Prohorov distance on \\({\\mathcal D}([0,T]).\\)    The main purpose of this work is to give an estimate of that distance when the semimartingales \\(X_ n\\) have the most general form (theorem 1). We present the result (due to typographical difficulties) only for the case when \\(X_ n\\) are continuous and starting from 0. In this case \\(X_{nt}=\\alpha_{nt}+X^ c_{nt}\\), \\(X_ t=\\alpha_ t+X^ c_ t\\) where \\(\\alpha_ n\\), \\(\\alpha\\) are processes with bounded variation and \\(X^ c_ n\\), \\(X^ c\\) are continuous local martingales. Then, if \\(\\sup_{s\\leq t}| \\alpha_{ns}-\\alpha_ s|\\) and \\(<X^ c_ n>_ t-<X^ c>_ t\\) converge to 0 in probability,  \\[  L_ T(P\\circ X_ n^{-1},P\\circ X^{-1})=  \\]   \\[  O((E \\sup_{t\\leq T}| \\alpha_{nt}-\\alpha_ t|)^{1/2}+(E \\sup_{t\\leq T}| <X^ c_ n>_ t-<X^ c>_ t|)^{1/3})| \\ln (E \\sup_{t\\leq T}| <X^ c_ n>\\quad_ t-<X^ c>_ t|)|.  \\]  The proof is interesting. It uses random change of time to embed a semimartingale into the Wiener process.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1078911$56C6C606-F1B3-4C40-AD5B-96259E38841A","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1078911$60DE7CEA-65E4-4521-9270-A76D38E20F7D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"768e88eb8fd57b1b3642f57f6febfb158cf49c8d","datavalue":{"value":"60B10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1078911$68AA988C-DE73-47DA-8E1A-76CC74298C05","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"2d9abcb60f359adfc37d590e77dbf6f32806b952","datavalue":{"value":"3960680","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1078911$5F5F6B40-38AD-4052-A90D-4565FBF8E1A9","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5d617ae900ecd9b207a37c0b4bcb96b357d446a8","datavalue":{"value":"semimartingales","type":"string"},"datatype":"string"},"type":"statement","id":"Q1078911$73EBECA9-DA42-4EF8-AD50-E840AEE66A0C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f2f63dd2b195a4bf0d791d7df6b9968c8420b32b","datavalue":{"value":"Levy-Prohorov distance","type":"string"},"datatype":"string"},"type":"statement","id":"Q1078911$0DDC64D8-03BF-4194-89D4-49ACEE8FD2EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3e61752abdb35ba4a9aae90212b89adfa5134828","datavalue":{"value":"processes with bounded variation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1078911$7FF05819-5567-4CC5-8AFF-CE7B2EBCAF53","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b9f34d8c2d95ed71b64291311154c2991807e659","datavalue":{"value":"local martingales","type":"string"},"datatype":"string"},"type":"statement","id":"Q1078911$31E8C9A0-E0B6-4213-BC16-162E7027D39F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"859e3a67b59836103662fa69caf8d005b41ec2db","datavalue":{"value":"random change of time","type":"string"},"datatype":"string"},"type":"statement","id":"Q1078911$76229761-44C9-4455-A315-E6927E15DECC","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"54e534ff2633bffe9e135c198f8790b1466b1e54","datavalue":{"value":{"entity-type":"item","numeric-id":1765904,"id":"Q1765904"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$D39A2983-07F4-4FA9-8574-8024347AB170","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$51A85AC4-45DD-4F0B-89B6-5A244BFD9607","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"9c96f3e0493c74d917435960851fda1c51c286ce","datavalue":{"value":{"entity-type":"item","numeric-id":3239624,"id":"Q3239624"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$416B96A7-FCCC-49BE-8A7C-6C8D3F4CFDEC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4c72d5c9ae69a61a55e3a7a523b505e427e010fc","datavalue":{"value":{"entity-type":"item","numeric-id":5726093,"id":"Q5726093"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$BF3133E9-1A32-4114-BC00-6376CC9E186F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4e8f116b4d23bd2f6dbc945f69fb2395b8b85645","datavalue":{"value":{"entity-type":"item","numeric-id":5674165,"id":"Q5674165"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$55AD8381-E3BB-445C-9991-74BE7F3D6AAE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f02128c347756319958f3d1ea505d30b3a5dad2f","datavalue":{"value":{"entity-type":"item","numeric-id":599437,"id":"Q599437"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$1841871B-57DD-4042-96E9-CD66F7A6AAAE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"731e3e46ee6e05416ec793d3cdfd99757686c424","datavalue":{"value":{"entity-type":"item","numeric-id":3902246,"id":"Q3902246"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$8F3E1D1D-DD93-4C67-B045-47067E05E611","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8e9a4302063c8fa39bc52c4ee72a1f9ef024319e","datavalue":{"value":{"entity-type":"item","numeric-id":3956157,"id":"Q3956157"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$56AC685C-AB79-4E23-A7ED-98C03168EF2B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7d45e9372e9852e29a7c38ba7318777aeca6b899","datavalue":{"value":{"entity-type":"item","numeric-id":5684032,"id":"Q5684032"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$54B780E8-2D0C-4333-980D-2BDE53989578","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a09fdc1103e1976f219c8e3ff021da6da2335c38","datavalue":{"value":{"entity-type":"item","numeric-id":1251859,"id":"Q1251859"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$F5F7C2EB-A538-4420-BE3C-683EFD7F94E2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b14c1fb8cdf68c21c0fe839eb3221621786ab8cb","datavalue":{"value":{"entity-type":"item","numeric-id":3673779,"id":"Q3673779"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$375F4048-A49A-472D-AEDB-E9511E85A9A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ec54ad9a80cb134e2193e4a0b722763ac6c270a1","datavalue":{"value":{"entity-type":"item","numeric-id":5578133,"id":"Q5578133"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$FDA8E535-6C55-41AD-A7D9-43B976583402","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9735eed3f48464dd20623e94466b9c786ed1230c","datavalue":{"value":{"entity-type":"item","numeric-id":4197800,"id":"Q4197800"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$27C8661F-64AC-4319-A3A4-87DC7BFDD91C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d63882db1fcfa85785b15b471bff1e9ddf6e23bc","datavalue":{"value":{"entity-type":"item","numeric-id":3216028,"id":"Q3216028"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$7C4F5997-A2FC-4AE7-A218-B2E95A2751AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d587f0464e403ac9a9f75829b03cf6b51ad6122d","datavalue":{"value":{"entity-type":"item","numeric-id":4089592,"id":"Q4089592"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1078911$9962F43F-A829-4909-9211-B7008EF71D85","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"752b57c97e4c270f77cff172776ce371a4023fac","datavalue":{"value":{"entity-type":"item","numeric-id":3827296,"id":"Q3827296"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a801ac3ac59c92679926eb0cb2a6340a4a6e5143","datavalue":{"value":{"amount":"+0.83401215","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1078911$C2A5DBDA-0822-4E03-A2F7-6BCE2749AF93","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"caec2bdbe86c1224462ef1761ebe760bb585f934","datavalue":{"value":{"entity-type":"item","numeric-id":1324860,"id":"Q1324860"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"06975c3fee7739e29f7ed2250eb25d2212ba4f1b","datavalue":{"value":{"amount":"+0.82481635","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1078911$22D6D81D-8FDA-46B0-B540-CE1664CB37BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e482d5011f375a879616fbfe248633327e9e9098","datavalue":{"value":{"entity-type":"item","numeric-id":3808987,"id":"Q3808987"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"47bbc8423b066bf5bae640f38359f5007c37bb72","datavalue":{"value":{"amount":"+0.8153709","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1078911$43219C49-F1CE-4C38-BE3E-5B491A52F46A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b329ec4747433f92fee383fba12bea3e3be83c37","datavalue":{"value":{"entity-type":"item","numeric-id":2641003,"id":"Q2641003"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b71b05fe83e4cab5bb1085a751c89f22893397e0","datavalue":{"value":{"amount":"+0.81335944","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1078911$E9C22AD2-BDB0-4752-9809-1F72C6338F64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d69da1e6a16bdceb9f3b3591e5cbb25b34166bd0","datavalue":{"value":{"entity-type":"item","numeric-id":3359509,"id":"Q3359509"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0b4532697a5b480619142ae9fab7ddf6618e4f19","datavalue":{"value":{"amount":"+0.81134725","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1078911$53FD78CB-3B1B-4599-B867-A031000C3E89","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a8043ad63c104b4a8a53baa5708f70fc8a7fb96b","datavalue":{"value":{"entity-type":"item","numeric-id":5901145,"id":"Q5901145"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4807b714e923c4b618ddf515356e06b89f14989e","datavalue":{"value":{"amount":"+0.8020613","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1078911$E32A0B04-4254-4E02-BD0B-88B3C987E3A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2af321a8b5f50094d04133c813e2fa3e91932332","datavalue":{"value":{"entity-type":"item","numeric-id":3730734,"id":"Q3730734"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"93f0cc758261088d254487fad0001d3e3d549dd8","datavalue":{"value":{"amount":"+0.7966922","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1078911$C60BE3C9-57D7-4E6D-A0B5-447B11AD8A0A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"de6583436456ded8ed233ffd6e52b401ea629e45","datavalue":{"value":{"entity-type":"item","numeric-id":3976231,"id":"Q3976231"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4e9c721a2166f04a7adf52ad95e6ecad2e00f3bc","datavalue":{"value":{"amount":"+0.7954363","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1078911$CCB3D584-5B90-4A87-9BED-E37067807B91","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0d6bd1fa64e54d8482fba63b0c9001e168b09518","datavalue":{"value":{"entity-type":"item","numeric-id":4206163,"id":"Q4206163"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"192c1662d0eca31fb0d24111e3f957000786e564","datavalue":{"value":{"amount":"+0.7434352","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1078911$D3096476-E1B0-460D-966C-46B03DB7F79A","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1078911","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1078911"}}}}}