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scientific article; zbMATH DE number 18817
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scientific article; zbMATH DE number 18817 |
Statements
26 June 1992
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functional central limit theorem
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rate of convergence
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semimartingale
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Prokhorov distance
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Skorokhod space
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local characteristics
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0.907515287399292
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0.8420875072479248
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0.8256015777587891
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[For the entire collection see Zbl 0732.00014.] Let \(X=(X_ s)_{0 \leq s < \infty}\) be a semimartingale and \((W_ s)_{0 \leq s < \infty}\) be a Wiener process. For each fixed \(t>0\) let \(\pi_ t\) denote the Prokhorov distance of the distributions of the processes \((X_ s)_{0 \leq s \leq t}\) and \((W_ s)_{0 \leq s \leq t}\) on the Skorokhod space \(D([0,1])\). The paper contains bounds on \(\pi_ t\) in terms of the local characteristics of \(X\).
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