On convergence to stochastic integrals

DOI10.1007/s10959-015-0598-8zbMath1350.60033arXiv1006.4693OpenAlexW2056938062MaRDI QIDQ325886

Han Chao Wang, Zheng Yan Lin

Publication date: 11 October 2016

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.4693

zbMATH Keywords

weak convergencestochastic integralscausal process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)

Related Items (1)

WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS

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