Invariance principle for integral type functionals

DOI10.1016/0304-4149(86)90121-3MaRDI QIDQ1079285zbMATH OpenOpenAlexFDO

Authors I. Szyszkowski

Publication date 1986

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(86)90121-3

zbMATH Keywords

stopping timemartingale differencesinvariance principlesufficient conditions which ensure the weak convergence

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Functional limit theorems; invariance principles (60F17) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

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• scientific article; zbMATH DE number 3864206 (Why is no real title available?)
• scientific article; zbMATH DE number 3612198 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A weak convergence theorem for functionals of sums of independent random variables

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(10)

• WEAK CONVERGENCE TO LÉVY STABLE PROCESSES IN DYNAMICAL SYSTEMS
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• scientific article; zbMATH DE number 3967569 (Why is no real title available?)
• Invariance of some forms of functions
• An incompressibility condition for a certain class of integral functionals. I
• Invariance principle for integral type functionals of square-integrable martingales
• Z-theorems: Limits of stochastic equations
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