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Publication:3995465
zbMath0728.60048MaRDI QIDQ3995465
Albert N. Shiryaev, Robert Sh. Liptser
Publication date: 17 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
weak convergenceDoob-Meyer decompositionstochastic calculusLévy measurediffusion approximationsstochastic integrallocal martingalesprocess with stationary independent incrementsstochastic exponentsmartingale characterization of semimartingalesDonsker type invariance principlessquare- integrable martingales
Martingales with continuous parameter (60G44) Convergence of probability measures (60B10) Limit theorems in probability theory (60F99) Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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