A Functional Central Limit Theorem for Semimartingales

DOI10.1137/1125084zbMath0471.60038OpenAlexW1994389761MaRDI QIDQ3924910

Albert N. Shiryaev, Robert Sh. Liptser

Publication date: 1981

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1125084

zbMATH Keywords

functional central limit theoremcontinuous Gaussian martingaleweak convergence of finite dimensional distributionscompensating measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Functional limit theorems; invariance principles (60F17)

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