On Convergence to Stochastic Integrals

Details On Convergence to Stochastic Integrals On Convergence to Stochastic Integrals

2010-06-24

arxiv.org/abs/1006.4693v3

Mathematics

Probability

20pages

Scientific paper

Weak convergence of various general functionals of partial sums of dependent
random variables to stochastic integral now play a major role in the modern
statistics theory. In this paper, we obtain the weak convergence of various
general functionals of partial sums of casual process by means of the method
which was introduced in Jacod and Shiryaev (2003).

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