A FUNCTIONAL CENTRAL LIMIT-THEOREM FOR SEMIMARTINGALES

被引：66
作者：
LIPTSER, RS
SHIRYAYEV, AN
机构：
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 1980年 / 25卷 / 04期
关键词：
D O I：
10.1137/1125084
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：667 / 688
页数：22
相关论文
共 32 条
[1]   STOPPING TIMES AND TIGHTNESS [J].
ALDOUS, D .
ANNALS OF PROBABILITY, 1978, 6 (02) :335-340
[2]  
[Anonymous], 1951, MEM AM MATH SOC
[3]  
Billingsley P., 1999, WILEY SERIES PROBABI, Vsecond
[4]   MARTINGALE CONVERGENCE TO INFINITELY DIVISIBLE LAWS WITH FINITE VARIANCES [J].
BROWN, BM ;
EAGLESON, GK .
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1971, 162 (NDEC) :449-&
[5]   MARTINGALE CENTRAL LIMIT THEOREMS [J].
BROWN, BM .
ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (01) :59-&
[6]  
DELLACHERIE C, 1980, 1978 P INT C MATH HE, V2, P733
[7]   SOME APPLICATIONS OF FORMULA OF VARIABLE CHANGES TO SEMIMARTINGALES [J].
DOLEANSDADE, C .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1970, 16 (03) :181-+
[8]   FUNCTIONAL LIMIT-THEOREMS FOR DEPENDENT VARIABLES [J].
DURRETT, R ;
RESNICK, SI .
ANNALS OF PROBABILITY, 1978, 6 (05) :829-846
[9]  
DVORETSKY A, 1972, 6TH P BERK S MATH ST, V2, P513
[10]   REMARKS ON THE FUNCTIONAL CENTRAL LIMIT-THEOREM FOR MARTINGALES [J].
GANSSLER, P ;
HAUSLER, E .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1979, 50 (03) :237-243
1234