On the Skorokhod representation approach to martingale invariance principles

DOI10.1214/aop/1176995094zbMath0404.60042OpenAlexW1991018777MaRDI QIDQ1256800

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Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995094

zbMATH Keywords

TightnessInvariance PrincipleMartingale Invariance PrincipleSkorokhod Representation

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Functional limit theorems; invariance principles (60F17)

Related Items (6)

G-stable convergence of semimartingales ⋮ A general principle for limit theorems in finitely additive probability: The dependent case ⋮ Representacion de variables en el movimiento browniano con deriva ⋮ Weak convergence of sequences of random elements with random indices ⋮ UNIT ROOT TESTING IN THE PRESENCE OF HEAVY-TAILED GARCH ERRORS ⋮ Invariance principles for stochastic area and related stochastic integrals

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