On the Skorokhod Representation Approch to Martingale Invariance Principles
Hall, Peter
Ann. Probab., Tome 7 (1979) no. 6, p. 371-376 / Harvested from Project Euclid
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The Skorokhod representation method of proving martingale invariance principles has received only limited attention. This paper shows it to be a very powerful tool. We use the representation to obtain sufficient conditions for a sequence of random functions to be tight, and to give a direct proof of an invariance principle.
Publié le : 1979-04-14
Classification:  Skorokhod representation,  martingale,  invariance principle,  60F05,  60G45 
@article{1176995094,
     author = {Hall, Peter},
     title = {On the Skorokhod Representation Approch to Martingale Invariance Principles},
     journal = {Ann. Probab.},
     volume = {7},
     number = {6},
     year = {1979},
     pages = { 371-376},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995094}
}

Hall, Peter. On the Skorokhod Representation Approch to Martingale Invariance Principles. Ann. Probab., Tome 7 (1979) no. 6, pp.  371-376. http://gdmltest.u-ga.fr/item/1176995094/