A normal approximation for semimartingales

DOI10.1070/RM1987V042N06ABEH001492MaRDI QIDQ3833353zbMATH OpenOpenAlexFDO

Authors I. G. Gramè

Publication date 1987

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/rm1987v042n06abeh001492

zbMATH Keywords

rate of convergencecentral limit theoremsemimartingales

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44)

Recommendations

• scientific article; zbMATH DE number 4052702
• Some norm estimates for semimartingales
• Normal approximation for strong demimartingales
• scientific article; zbMATH DE number 4169901
• Publication:3200333
• Normed Supports and Limit Theorems for Semimartingales
• Semimartingales and the empirical distribution
• Approximation of the Rosenblatt process by semimartingales
• Publication:3197172

Cited in

(5)

• scientific article; zbMATH DE number 2062138 (Why is no real title available?)
• scientific article; zbMATH DE number 3909448 (Why is no real title available?)
• A simple proof of the martingale property in a semi-log-normal stochastic volatility model
• Normed Supports and Limit Theorems for Semimartingales
• Some norm estimates for semimartingales

This page was built for publication: A normal approximation for semimartingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3833353)