Functional asymptotic behavior of some random multilinear forms

Benoît Cadre

Stochastic Processes and their Applications, 1997, vol. 68, issue 1, 49-64

Abstract: From simple and natural assumptions, we study the functional asymptotic behavior in law of some random multilinear forms in martingale differences.

Keywords: Random multilinear forms Iterated stochastic integrals Weak convergence Uniform tightness property; p-variation of a martingale (search for similar items in EconPapers)
Date: 1997
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