An Invariance Principle for Martingales

DOI10.1214/AOMS/1177692640zbMATH Open0243.60029OpenAlexW2063560439MaRDI QIDQ5654830FDOQ5654830

Richard Drogin

Publication date: 1972

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177692640

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Brownian motion (60J65) Strong limit theorems (60F15)

Cited In (3)

• Invariance principles for stochastic area and related stochastic integrals
• On the functional central limit theorem for martingales
• The coin-turning walk and its scaling limit

This page was built for publication: An Invariance Principle for Martingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5654830)