A Functional Central Limit Theorem for Semimartingales
1981; Society for Industrial and Applied Mathematics; Volume: 25; Issue: 4 Linguagem: Inglês
10.1137/1125084
ISSN1095-7219
Autores Tópico(s)Financial Risk and Volatility Modeling
ResumoPrevious article Next article A Functional Central Limit Theorem for SemimartingalesR. Sh. Liptser and A. N. ShiryayevR. Sh. Liptser and A. N. Shiryayevhttps://doi.org/10.1137/1125084PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] P. A. Meyer, Un cours sur les intégrales stochastiquesSéminaire de Probabilités, X (Seconde partie: Théorie des intégrales stochastiques, Univ. Strasbourg, Strasbourg, année universitaire 1974/1975), Springer, Berlin, 1976, 245–400. Lecture Notes in Math., Vol. 511 58:18721 0374.60070 Google Scholar[2] Jean Jacod, Calcul stochastique et problèmes de martingales, Lecture Notes in Mathematics, Vol. 714, Springer, Berlin, 1979x+539 81e:60053 0414.60053 CrossrefGoogle Scholar[3] C. Dellacherie, Un survol de la théorie de l'intégrale stochastique, Proceedings of the International Congress of Mathematicians (Helsinki, 1978), Vol. 2, Acad. Sci. 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