A Functional Central Limit Theorem for Semimartingales (Q3924910): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Robert Sh. Liptser / rank | |||
Property / author | |||
Property / author: Robert Sh. Liptser / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1137/1125084 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1994389761 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
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)
0 references
1981
0 references
functional central limit theorem
0 references
continuous Gaussian martingale
0 references
weak convergence of finite dimensional distributions
0 references
compensating measure
0 references