On the Invariance Principle for Semi-Martingales: The “Nonclassical” Case

DOI10.1137/1128001zbMath0529.60030OpenAlexW2001828153MaRDI QIDQ3311400

Albert N. Shiryaev, Robert Sh. Liptser

Publication date: 1984

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1128001

zbMATH Keywords

invariance principle

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\) ⋮ On asymptotic proximity of distributions

This page was built for publication: On the Invariance Principle for Semi-Martingales: The “Nonclassical” Case