The ``invariance principles'' in probability on the Wiener space (Q4028995)
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scientific article; zbMATH DE number 140568
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| English | The ``invariance principles'' in probability on the Wiener space |
scientific article; zbMATH DE number 140568 |
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28 March 1993
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invariance principle
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convergence in probability
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sequences of stochastic processes
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local martingales
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Wiener space
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Brownian motion
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0.7754576802253723
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0.7732194662094116
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0.7690256834030151
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The ``invariance principles'' in probability on the Wiener space (English)
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[For the entire collection see Zbl 0754.00008.] A lemma is presented which gives hypotheses under which a sequence of stochastic processes converges in probability, uniformly on compact subsets of \((0,\infty)\). Then the lemma is used to provide a necessary and sufficient condition for a sequence of local martingales, defined on a Wiener space, to converge in probability to a Brownian motion, uniformly on compact sets.
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