Invariance principle for integral type functionals

DOI10.1016/0304-4149(86)90121-3zbMath0597.60032OpenAlexW1968145960MaRDI QIDQ1079285

I. Szyszkowski

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90121-3

zbMATH Keywords

stopping timeinvariance principlemartingale differencessufficient conditions which ensure the weak convergence

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Invariance principle for integral type functionals of square-integrable martingales

Cites Work

• A weak convergence theorem for functionals of sums of independent random variables
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