The maximal variation of a bounded martingale and the central limit theorem

DOI10.1016/S0246-0203(98)80017-4zbMath0903.60037OpenAlexW2110232550MaRDI QIDQ1386734

Bernard De Meyer

Publication date: 5 January 1999

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1998__34_1_49_0

zbMATH Keywords

differential equationcentral limit theorem

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Multistage and repeated games (91A20)

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