Invariance principle for integral type functionals
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Publication:1079285
DOI10.1016/0304-4149(86)90121-3zbMath0597.60032MaRDI QIDQ1079285
Publication date: 1986
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(86)90121-3
stopping time; invariance principle; martingale differences; sufficient conditions which ensure the weak convergence
60G42: Martingales with discrete parameter
60G40: Stopping times; optimal stopping problems; gambling theory
60F17: Functional limit theorems; invariance principles
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