The central limit theorem for stochastic integrals

Autores: Antoni Sintes Blanc
Localización: Collectanea mathematica, ISSN 0010-0757, Vol. 36, Fasc. 1, 1985, págs. 89-111
Idioma: inglés
Títulos paralelos:
- El teorema del límite central para integrales estocásticas
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Resumen
- The results of Giné \& Marcus(6) on the $C.L.T.$ for stochastic integrals $w.r.t.$ Lévy processes are extended to the multidimensional time-parameter situation. To reach this extension some useful convergence criteria for $[0, 1]^q$-indexed processes are proven, extending wellknown results of Billingsley, Chentsov, Bickel and Wichura (3), (2).\newline\newline AMS subject classification (1984).60 F 05, 60 H 05.\newline Key words and phrases: stochastic integrals, central limit theorem, fluctuation inequalities weak convergence, $D[0,1]^q$-valued random variables.