On weak convergence to Brownian motion

DOI10.1007/BF00538890zbMATH Open0411.60037MaRDI QIDQ4197822FDOQ4197822

Inge S. Helland

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

weak convergenceBrownian motioninvariance principle

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Cites Work

• Title not available (Why is that?)
• Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
• Dependent central limit theorems and invariance principles
• Title not available (Why is that?)
• Functional limit theorems for dependent variables
• Title not available (Why is that?)
• Martingale Central Limit Theorems
• Weak convergence of probability measures and random functions in the function space D[0,∞)
• A convergent family of diffusion processes whose diffusion coefficients diverge
• Title not available (Why is that?)
• On the functional central limit theorem for martingales

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

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