Rates of convergence in the functional CLT for martingales

DOI10.1016/S0764-4442(99)80200-6zbMath0951.60032MaRDI QIDQ4260667

B. Courbot

Publication date: 13 December 2000

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

rate of convergencefunctional central limit theoremcontinuous time martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Rates of convergence in the functional CLT for multidimensional continuous time martingales. ⋮ Limit theorems and inequalities via martingale methods ⋮ Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays ⋮ Hoeffding's inequality for supermartingales

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