On the rate of convergence in the central limit theorem for stochastic integrals

DOI10.1070/RM1989V044N02ABEH002046zbMATH Open0717.60067MaRDI QIDQ5748688

T. V. Oblakova

Publication date: 1989

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

zbMATH Keywords

continuous martingalecentral limit theorem for stochastic integrals

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05)

Related Items (1)

The functional central limit theorem and weak convergence to stochastic integrals. II: Fractionally integrated processes

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