A Functional Central Limit Theorem for Semimartingales

Convergence of Probability Measures

1969 • 7,189 citations

Limit Distributions for Sums of Independent Random Variables.

1955 • 1,433 citations

Convergence of Random Processes and Limit Theorems in Probability Theory

1956 • 1,206 citations

Calcul Stochastique et Problèmes de Martingales

1979 • 1,157 citations

Limit Theorems for Stochastic Processes

1956 • 898 citations

Martingale Central Limit Theorems

1971 • 709 citations

Dependent Central Limit Theorems and Invariance Principles

1974 • 597 citations

Stopping Times and Tightness

1978 • 312 citations

Central limit theorems for local martingales

1980 • 254 citations

Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach

1973 • 166 citations

On Interchanging Limits and Integrals

1960 • 160 citations

Weak convergence of stochastic processes defined on semi-infinite time intervals

1963 • 148 citations

Functional Limit Theorems for Dependent Variables

1978 • 128 citations

A Central Limit Theorem for a Class of Dependent Random Variables

1963 • 123 citations

ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. I

1979 • 107 citations

Martingale convergence to infinitely divisible laws with finite variances

1971 • 85 citations

Séminaire de Probabilités X Université de Strasbourg

1976 • 65 citations

Remarks on the functional central limit theorem for martingales

1979 • 60 citations

Some limit theorems for simple point processes (a martingale approach)

1980 • 37 citations

An Extended Martingale Invariance Principle

1978 • 23 citations

On the functional central limit theorem for martingales

1977 • 22 citations

Sur la convergence des semimartingales vers un processus a accroissements independants

1980 • 15 citations

Random central limit theorems for martingales

1969 • 12 citations