scientific article; zbMATH DE number 1959487

MaRDI QIDQ4416736zbMATH OpenFDO

Authors B. Courbot

Publication date 5 August 2003

zbMATH Keywords

functional central limit theoremmartingales

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44)

Review text

This is a survey of recent results on rates of convergence in the functional central limit theorem for real martingales, that is, on estimating the Prokhorov distance between a real martingale and the standard Brownian motion process. Some of the results presented are due to the author and his collaborators. A few new results for multidimensional martingales are derived using results holding in the one-dimensional case. For the entire collection see [Zbl 1009.00022].

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Cited in

(3)

• Rates of convergence in the functional CLT for multidimensional continuous time martingales.
• On the rate of convergence in the multidimensional CLT for martingales
• Rates of convergence in the functional CLT for martingales

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