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JOURNALS // Uspekhi Matematicheskikh Nauk

Uspekhi Mat. Nauk, 1982, Volume 37, Issue 4(226), Pages 165–166 (Mi rm3845)

The functional central limit theorem for semimartingales taking values in a Hilbert space
V. V. Lavrent'ev

References

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


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