A normal approximation for semimartingales

DOI10.1070/RM1987V042N06ABEH001492zbMATH Open0677.60049OpenAlexW2034101427MaRDI QIDQ3833353

I. G. Gramè

Publication date: 1987

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1987v042n06abeh001492

zbMATH Keywords

rate of convergencesemimartingalescentral limit theorem

Mathematics Subject Classification ID

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

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