Central limit theorems for martingales. I: Continuous limits

DOI10.1214/24-ejp1105arXiv2301.07267MaRDI QIDQ6126950

Jean Vaillancourt, Bruno Rémillard

Publication date: 10 April 2024

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2301.07267

zbMATH Keywords

weak convergenceBrownian motionmartingalesstochastic processesmixtures

Mathematics Subject Classification ID

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

Cites Work

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