Invariance principle for integral type functionals
DOI10.1016/0304-4149(86)90121-3zbMATH Open0597.60032OpenAlexW1968145960MaRDI QIDQ1079285FDOQ1079285
Authors: I. Szyszkowski
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
Recommendations
- scientific article; zbMATH DE number 1055653
- scientific article; zbMATH DE number 3967569
- scientific article; zbMATH DE number 878349
- scientific article; zbMATH DE number 4064164
- Integral representation of invariant functionals
- On a class of invariant functionals
- Invariance principle for integral type functionals of square-integrable martingales
- Invariant functionals and Zamolodchikovs' integral
- scientific article; zbMATH DE number 4009023
stopping timemartingale differencesinvariance principlesufficient conditions which ensure the weak convergence
Martingales with discrete parameter (60G42) Functional limit theorems; invariance principles (60F17) Stopping times; optimal stopping problems; gambling theory (60G40)
Cites Work
Cited In (10)
- WEAK CONVERGENCE TO LÉVY STABLE PROCESSES IN DYNAMICAL SYSTEMS
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Invariance of some forms of functions
- An incompressibility condition for a certain class of integral functionals. I
- Title not available (Why is that?)
- Invariance principle for integral type functionals of square-integrable martingales
- Z-theorems: Limits of stochastic equations
This page was built for publication: Invariance principle for integral type functionals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1079285)