On normal approximation of a process with independent increments

DOI10.1070/RM1995V050N05ABEH002598MaRDI QIDQ4891222zbMATH OpenFDO

Authors

Publication date 17 February 1997

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

Full work available at URL https://doi.org/10.1070/RM1995V050N05ABEH002598

zbMATH Keywords

normal approximationprocess with independent incrementsPoissonizationrandomly indexed sums

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov processes (60J99)

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• Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I
• Normalized random measures driven by increasing additive processes
• scientific article; zbMATH DE number 3888610 (Why is no real title available?)

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