A Characterization of the Multiparameter Wiener Process and an Application

DOI10.2307/2044294zbMath0499.60049OpenAlexW4256494179MaRDI QIDQ3965340

Chang Chung Yu Dorea

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/2044294

zbMATH Keywords

central limit theoreminvariance principlemultiparameter Wiener processstrong martingales

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Semigroups of conditioned shifts and approximation of Markov processes
• A functional central limit theorem for stationary random fields
• Stochastic integrals in the plane
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• [https://portal.mardi4nfdi.de/wiki/Publication:4092722 Inequalities for max | S k | /b k where k � N r]
• The Lindeberg-Levy Theorem for Martingales
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• An elementary proof of the central limit theorem

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