Limit theorems for stochastic processes
Probability Theory and Stochastic Processes
Distribution (Probability theory)
Stochastic processes
Probabilities
Mathematics
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two…
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