An invariance principle for Azéma martingales

DOI10.1016/J.ANIHPB.2006.10.001zbMath1173.60315arXivmath/0511402OpenAlexW2072055253MaRDI QIDQ841507

Nathanaël Enriquez

Publication date: 17 September 2009

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0511402

zbMATH Keywords

invariance principlestructure equationsAzéma martingales

Mathematics Subject Classification ID

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

Related Items (1)

La martingale d’Azéma

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