Rate of convergence in the functional central limit theorem for semimartingales

DOI10.1007/BF00966296zbMath0596.60048MaRDI QIDQ1078911

B. George

Publication date: 1985

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

semimartingaleslocal martingalesrandom change of timeLevy-Prohorov distanceprocesses with bounded variation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Convergence of probability measures (60B10)

Related Items (4)

Rates of convergence in the functional CLT for multidimensional continuous time martingales. ⋮ Rate of convergence in the invariance principle for martingale difference arrays ⋮ Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I ⋮ A large sample property in approximating the superposition of i.i.d. finite point processes

Cites Work

• Calcul stochastique et problèmes de martingales
• Processes that can be embedded in Brownian motion
• La variation d'ordre p des semi-martingales
• On a Theorem of Skorohod
• Weak convergence of probability measures and random functions in the function space D[0,∞)
• On Embedding Right Continuous Martingales in Brownian Motion
• Weak Convergence of Stochastic Processes Defined on Semi-Infinite Time Intervals
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