Abstract
New rates of convergence in the multidimensional functional CLT are given by means of the Prokhorov's distance between a brownian motion and a continuous time martingale, with no further assumption than square integrability. The results are completely and simply expressed with distances of predictable characteristics which naturally occur in various statements of CLT for martingales.
Full Text
Sign-in/Register to access full text options
Published version (Free)
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have