Convergence of stochastic integrals to a continuous local martingale with conditionally independent increments

DOI10.1090/TPMS/961MaRDI QIDQ2944746zbMATH OpenOpenAlexFDO

Authors A. P. Yurachkivs'kyj

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

zbMATH Keywords

convergence in lawlocal martingalestochastic integrals

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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Cites work

• scientific article; zbMATH DE number 3888631 (Why is no real title available?)
• scientific article; zbMATH DE number 4034749 (Why is no real title available?)
• scientific article; zbMATH DE number 3349977 (Why is no real title available?)
• Convergence of locally square integrable martingales to a continuous local martingale
• On the Functional Convergence in Distribution of Sequences of Semimartingales to a Mixture of Brownian Motions

Cited in

(1)

• Convergence of locally square integrable martingales to a continuous local martingale

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