13 citations to https://www.mathnet.ru/eng/tvp2241
  1. Nakahiro Yoshida, Rabi N. Bhattacharya, 2016, 15  crossref
  2. Yuliya Mishura, “The rate of convergence of option prices on the asset following a geometric Ornstein–Uhlenbeck process”, Lith Math J, 55:1 (2015), 134  crossref
  3. I. Rinott, V. I. Rotar', “Some bounds on the rate of convergence in the CLT for martingales. II”, Theory Probab. Appl., 44:3 (2000), 523–536  mathnet  mathnet  crossref  crossref  isi
  4. Y. Rinott, V. I. Rotar', “Some bounds on the rate of convergence in the CLT for martingales. I”, Theory Probab. Appl., 43:4 (1999), 604–619  mathnet  mathnet  crossref  crossref  isi
  5. I. G. Grama, “On moderate deviations for martingales”, Ann. Probab., 25:1 (1997)  crossref
  6. E. Valkeila, “On normal approximation of a process with independent increments”, Russian Math. Surveys, 50:5 (1995), 945–961  mathnet  crossref  mathscinet  zmath  adsnasa  isi
  7. L. V. Kir'yanova, V. I. Rotar', “An estimate for the rate of convergence in the central limit theorem for martingales”, Theory Probab. Appl., 36:2 (1991), 289–302  mathnet  mathnet  crossref  isi
  8. N. Besdziek, “Strong approximations of semimartingales by processes with independent increments”, Probab. Th. Rel. Fields, 87:4 (1991), 489  crossref
  9. T. V. Oblakova, “On the rate of convergence in the central limit theorem for stochastic integrals”, Russian Math. Surveys, 44:2 (1989), 289–290  mathnet  crossref  mathscinet  zmath  adsnasa  isi
  10. Kh. M. Mamatov, I. G. Grame, “On the rate of convergence in the limit theorem for stochastic integrals with respect to martingales”, Russian Math. Surveys, 43:2 (1988), 175–176  mathnet  crossref  mathscinet  zmath  adsnasa  isi
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