The maximal variation of a bounded martingale and the central limit theorem
Annales de l'I.H.P. Probabilités et statistiques (1998)
- Volume: 34, Issue: 1, page 49-59
- ISSN: 0246-0203
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topDe Meyer, Bernard. "The maximal variation of a bounded martingale and the central limit theorem." Annales de l'I.H.P. Probabilités et statistiques 34.1 (1998): 49-59. <http://eudml.org/doc/77594>.
@article{DeMeyer1998,
author = {De Meyer, Bernard},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {differential equation; central limit theorem},
language = {eng},
number = {1},
pages = {49-59},
publisher = {Gauthier-Villars},
title = {The maximal variation of a bounded martingale and the central limit theorem},
url = {http://eudml.org/doc/77594},
volume = {34},
year = {1998},
}
TY - JOUR
AU - De Meyer, Bernard
TI - The maximal variation of a bounded martingale and the central limit theorem
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1998
PB - Gauthier-Villars
VL - 34
IS - 1
SP - 49
EP - 59
LA - eng
KW - differential equation; central limit theorem
UR - http://eudml.org/doc/77594
ER -
References
top- [1] D.L. Burkholder, Distribution function inequalities for martingales, The Annals of Probability, Vol. 1, 1973, pp. 19-42. Zbl0301.60035MR365692
- [2] J.-F. Mertens and S. Zamir, The normal distribution and Repeated games, International Journal of Game Theory, Vol. 5, 1976, pp. 187-197. Zbl0362.90138MR472089
- [3] J.-F. Mertens and S. Zamir, The maximal variation of a bounded martingale, Israel Journal of Mathematics, Vol. 27, 1977, pp. 252-276. Zbl0353.60046MR445607
- [4] D. Revuz and M. Yor, Continuous Martingales and Brownian Motion, Springer, Berlin, Heidelberg, New York, 1990. Zbl0731.60002
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