A Weak Convergence Theorem for Functionals of Sums of Martingale Differences

DOI10.1002/MANA.19871300114MaRDI QIDQ4727923zbMATH OpenOpenAlexFDO

Authors Zdzisław Rychlik, I. Szyszkowski

Publication date 1987

Published in Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mana.19871300114

zbMATH Keywords

martingale differencesweak convergence theoremWiener process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Brownian motion (60J65)

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