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References
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1. |
R. Sh. Liptser, A. N. Shiryaev, “Funktsionalnaya tsentralnaya predelnaya teorema dlya semimartingalov”, Teoriya veroyatn. i ee primenenie, 25:4 (1980), 683–703 |
2. |
M. Metivier, J. Pellaumail, Stochastic integration, Academic Press, New York, 1980 |
3. |
H. Walk, “An invariance principle for the Robbins-Monro process in a Hilbert space”, Z. $W$-theorie, B39:2 (1977), 135–150 |