A Functional Central Limit Theorem for Semimartingales (Q3924910): Difference between revisions
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| Property / author: Robert Sh. Liptser / rank | |||
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| Property / full work available at URL: https://doi.org/10.1137/1125084 / rank | |||
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Latest revision as of 20:33, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Functional Central Limit Theorem for Semimartingales |
scientific article |
Statements
A Functional Central Limit Theorem for Semimartingales (English)
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1981
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functional central limit theorem
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continuous Gaussian martingale
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weak convergence of finite dimensional distributions
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compensating measure
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