Title of article
Rates of convergence in the functional CLT for multidimensional continuous time martingales
Author/Authors
Courbot، نويسنده , , B.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
20
From page
57
To page
76
Abstract
New rates of convergence in the multidimensional functional CLT are given by means of the Prokhorovʹs distance between a brownian motion and a continuous time martingale, with no further assumption than square integrability. The results are completely and simply expressed with distances of predictable characteristics which naturally occur in various statements of CLT for martingales.
Journal title
Stochastic Processes and their Applications
Serial Year
2001
Journal title
Stochastic Processes and their Applications
Record number
1576747
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