The ``invariance principles in probability on the Wiener space

DOI10.1007/BFB0084340MaRDI QIDQ4028995zbMATH OpenFDO

Authors Rolando Rebolledo

Publication date 28 March 1993

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=SPS_1992__26__501_0, https://eudml.org/doc/113818

zbMATH Keywords

Brownian motionconvergence in probabilityinvariance principlelocal martingalessequences of stochastic processesWiener space

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Generalizations of martingales (60G48)

Review text

[For the entire collection see Zbl 0754.00008.] A lemma is presented which gives hypotheses under which a sequence of stochastic processes converges in probability, uniformly on compact subsets of \((0,\infty)\). Then the lemma is used to provide a necessary and sufficient condition for a sequence of local martingales, defined on a Wiener space, to converge in probability to a Brownian motion, uniformly on compact sets.

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(4)

• scientific article; zbMATH DE number 68597 (Why is no real title available?)
• A compactness principle for bounded sequences of martingales with applications
• scientific article; zbMATH DE number 775168 (Why is no real title available?)
• scientific article; zbMATH DE number 927123 (Why is no real title available?)

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