Martingale difference arrays and stochastic integrals
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Publication:1064610
DOI10.1007/BF00343897zbMath0575.60043MaRDI QIDQ1064610
Publication date: 1986
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
weak convergence; functional limit theorem; diffusion approximations; martingale difference arrays; stopped partial sum processes
60G42: Martingales with discrete parameter
60H05: Stochastic integrals
60F17: Functional limit theorems; invariance principles
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Cites Work
- On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales
- On the functional central limit theorem for martingales
- On the functional central limit theorem for martingales, II
- Convergence of critical Galton-Watson branching processes
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