2 papers
math.PR2025
CLT for martingales-III: discontinuous compensators
Bruno Rémillard, Jean Vaillancourt
We propose a new weak convergence theorem for martingales, under gentler conditions than the usual convergence in probability of the sequence of associated quadratic variations. It…
math.PR2024
Central limit theorems for martingales-II: convergence in the weak dual topology, with corrections
Bruno N. Remillard, Jean Vaillancourt
A convergence theorem for martingales with cà dlà g trajectories (right continuous with left limits everywhere) is obtained in the sense of the weak dual topology on Hilbert space,…