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On Martingale Central Limit Theory

  • Peter Gaenssler
  • Erich Haeusler
Part of the Progress in Probability and Statistics book series (PRPR, volume 11)

Summary

The present paper is expository in nature focussing on an effective way of proving ordinary and functional central limit theorems (CLT’s and FCLT’s) for martingales starting with a martingale version of Lindeberg’s proof of the classical CLT and going up to FCLT’s for continuous time local martingales known through the work of Rebolledo, Liptser and Shiryayev, and Helland.

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Copyright information

© Springer Science+Business Media New York 1986

Authors and Affiliations

  • Peter Gaenssler
    • 1
  • Erich Haeusler
    • 1
  1. 1.Mathematical InstituteUniversity of MunichMunich 2West Germany

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