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
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
Journal title :
Stochastic Processes and their Applications