On the Functional Convergence in Distribution of Sequences of Semimartingales to a Mixture of Brownian Motions

DOI10.1137/1136090zbMath0762.60026OpenAlexW2031483311MaRDI QIDQ3986300

Abderrahmen Touati

Publication date: 27 June 1992

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

Full work available at URL: https://doi.org/10.1137/1136090

zbMATH Keywords

weak convergencesemimartingalesLévy measurequadratic variationlocal martingalemixtures of Gaussian processes

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

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