A Functional Central Limit Theorem for Semimartingales

Saved in:
Bibliographic Details
Published in:Theory of probability and its applications 1981-10, Vol.25 (4), p.667-688
Main Authors: Liptser, R. Sh, Shiryayev, A. N.
Format: Article
Language:English
Subjects:
Central limit theorem
Decomposition
Random variables
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:
ISSN:0040-585X
1095-7219
DOI:10.1137/1125084