Convergence of some random functionals of discretized semimartingales
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Publication:1932225
DOI10.3150/11-BEJ373zbMath1268.60029arXiv1001.2182OpenAlexW2057129033MaRDI QIDQ1932225
Publication date: 17 January 2013
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.2182
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)
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