A multivariate central limit theorem for continuous local martingales

  title={A multivariate central limit theorem for continuous local martingales},
  author={J. H. van Zanten},
  • J. H. van Zanten
  • Published 1998
A theorem on the weak convergence of a properly normalized multivariate continuous local martingale is proved. The time-change theorem used for this purpose allows for short and transparent arguments. 1991 Mathematics Subject Classification: 60F05, 60G44 
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