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An invariance principle for Azéma martingales

✍ Scribed by Nathanaël Enriquez

Book ID
108052874
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
188 KB
Volume
43
Category
Article
ISSN
0246-0203

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Invariance principle for martingale-diff
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✍ S. Poghosyan; S. Roelly 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 383 KB

A convergence criterium to the multi-parameter Wiener process is proved. Then, it is used to establish that a martingaledifference random field on the lattice satisfies an invariance principle.