Continuous Ocone martingales as weak limits of rescaled martingales

zbMath1017.60053MaRDI QIDQ1860598

Harry van Zanten

Publication date: 25 February 2003

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122799

zbMATH Keywords

weak convergenceOcone martingalesrescaled martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17)

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