✦ LIBER ✦

A multivariate central limit theorem for continuous local martingales

✍ Scribed by Harry van Zanten

Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 93 KB
Volume: 50
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(00)00108-5

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✦ Synopsis

A theorem on the weak convergence of a properly normalized multivariate continuous local martingale is proved. The time-change theorem used for this purpose allows for short and transparent arguments.

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