A multivariate central limit theorem for continuous local martingales, CWI-Report PNA-R9814 (1998) [2 citations — 2 self]
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by Harry Van Zanten
http://www.cwi.nl/ftp/CWIreports/PNA/PNA-R9814.ps.Z
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Abstract:
Mathematisch Centrum (SMC), the Dutch foundation for promotion of mathematics and computer science and their applications. SMC is sponsored by the Netherlands Organization for Scientific Research (NWO). CWI is a member of
Citations
| 1329 | Convergence of Probability Measures – Billingsley - 1968 |
| 180 | Limit theorems for stochastic processes – Jacod, Shiryaev - 2003 |
| 173 | Martingale Limit Theory and its Applications – Hall, Heyde - 1980 |
| 67 | Brownian Motion and Stochastic Calculus, 2nd Edition – Karatzas, Shreve - 1991 |
| 11 | On mixing and stability of limit theorems – Aldous, Eagleson - 1978 |
| 3 | A note on limit theorems for multivariate martingales – Küchler, Sørensen - 1999 |
| 2 | Stable Convergence of Semimartingales – Feigin - 1985 |
