An invariance principle for Azéma martingales

DOI10.1016/J.ANIHPB.2006.10.001MaRDI QIDQ841507zbMATH OpenOpenAlexFDO

Authors Nathanaël Enriquez

Publication date 17 September 2009

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0511402, http://www.numdam.org/item?id=AIHPB_2007__43_6_717_0/, https://eudml.org/doc/77952

zbMATH Keywords

Azéma martingalesinvariance principlestructure equations

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44)

Abstract: An invariance principle for Az'{e}ma martingales is presented as well as a new device to construct solutions of Emery's structure equations.

Cited in

(3)

• Invariance principles with logarithmic averaging for continuous local martingales
• scientific article; zbMATH DE number 1619449 (Why is no real title available?)
• Azéma's martingale

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