scientific article; zbMATH DE number 1144397

zbMATH Open0898.60008MaRDI QIDQ4384418FDOQ4384418

Authors: I. Szyszkowski 

Publication date: 1 July 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

weak convergencesemimartingaleinvariance principlestochastic integral

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Stochastic integrals (60H05)

Cited In (16)

• Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
• WEAK CONVERGENCE FOR MULTIPLE STOCHASTIC INTEGRALS IN SKOROHOD SPACE
• Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales
• Weak limit theorems for stochastic integrals and stochastic differential equations
• Weak convergence of stochastic integrals driven by martingale measure
• Title not available (Why is that?)
• On convergence to stochastic integrals
• Title not available (Why is that?)
• REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES
• Weak convergence of stochastic integrals with respect to semimartingales
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• Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces
• Weak convergence of stochastic processes indexed by smooth functions
• Weak convergence of convex stochastic processes
• Sample Moments and Weak Convergence to Multivariate Stochastic Power Integrals

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