Asymptotics of distributions of martingales with a continuous parameter

DOI10.1007/BF00970726zbMath0448.60035MaRDI QIDQ1146935

K. Kubilyus

Publication date: 1980

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

zbMATH Keywords

convergence of distributionsdistributions of martingales

Mathematics Subject Classification ID

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

Cites Work

• Distribution function inequalities for martingales
• Dependent central limit theorems and invariance principles
• A random functional central limit theorem for martingales
• Variation Quadratique Des Martingales Continues a Droite
• Martingale Central Limit Theorems
• 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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