Cites work
- scientific article; zbMATH DE number 3438159 (Why is no real title available?)
- scientific article; zbMATH DE number 3232606 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3405266 (Why is no real title available?)
- A convergent family of diffusion processes whose diffusion coefficients diverge
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- Dependent central limit theorems and invariance principles
- Functional limit theorems for dependent variables
- Martingale Central Limit Theorems
- On the functional central limit theorem for martingales
- Weak convergence of probability measures and random functions in the function space D[0,∞)
Cited in
(8)- Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales
- An invariance principle for reversible Markov processes. Applications to random motions in random environments
- The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
- Convergence to diffusions with regular boundaries
- Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments
- Necessary and sufficient conditions for convergence of semimartingales and point processes. I
- Necessary and sufficient conditions for convergence of semimartingales and point processes. II
- Extended convergence to continuous in probability processes with independent increments
This page was built for publication: On weak convergence to Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4197822)