Donsker theorems for diffusions: Necessary and sufficient conditions

Annals of Probability

Volumn 33, Issue 4, 2005, Pages 1422-1451

  Van Der Vaart, Aad ^a   Van Zanten, Harry ^a  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

Continuous martingales; Diffusions; Donsker class; Local time; Local time estimator; Majorizing measures; Uniform central limit theorem

Indexed keywords

EID: 16244414130     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117905000000152     Document Type: Article

References (30)

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