Functional asymptotic behavior of some random multilinear forms
From simple and natural assumptions, we study the functional asymptotic behavior in law of some random multilinear forms in martingale differences.
Year of publication: |
1997
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Authors: | Cadre, Benoît |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 68.1997, 1, p. 49-64
|
Publisher: |
Elsevier |
Subject: | Random multilinear forms Iterated stochastic integrals Weak convergence Uniform tightness property | p-variation of a martingale |
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