Convergence of stochastic integrals to a continuous local martingale with conditionally independent increments
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Publication:2944746
DOI10.1090/tpms/961zbMath1327.60088OpenAlexW1657251349MaRDI QIDQ2944746
Publication date: 8 September 2015
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tpms/961
Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)
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