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Martingale Limit Theory and Its Application
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The article was published on 2014-09-23 and is currently open access. It has received 3075 citations till now. The article focuses on the topics: Local martingale & Doob's martingale inequality.read more
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Théorèmes limites avec poids pour les martingales vectorielles
Faouzi Chaabane,Faïza Maaouia +1 more
TL;DR: In this paper, the authors give limit theorems specifying weak and strong rates of convergence associated to a quadratic extension of the martingale almost-sure central limit theorem.
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