An Invariance Principle for Martingales

DOI10.1214/AOMS/1177692640MaRDI QIDQ5654830zbMATH OpenOpenAlexFDO

Authors 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

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