Asymptotics of distributions of martingales

DOI10.1007/BF01116881zbMath0519.60017MaRDI QIDQ1054353

Kęstutis Kubilius

Publication date: 1981

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stopping timesemimartingaleLevy representation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Markov processes (60J99)

Cites Work

• Martingale characterization of random processes with independent increments
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• [https://portal.mardi4nfdi.de/wiki/Publication:4064791 Un th�or�me de repr�sentation pour les martingales discontinues]
• Martingale Convergence to Infinitely Divisible Laws with Finite Variances
• Note on the asymptotic normality of a stochastic process with independent increments
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