A Functional Central Limit Theorem for Semimartingales
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Publication:3924910
DOI10.1137/1125084zbMath0471.60038OpenAlexW1994389761MaRDI QIDQ3924910
Albert N. Shiryaev, Robert Sh. Liptser
Publication date: 1981
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1125084
functional central limit theoremcontinuous Gaussian martingaleweak convergence of finite dimensional distributionscompensating measure
Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Functional limit theorems; invariance principles (60F17)
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