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Chapter title |
Invariance Principle and Diffusion Approximation for Models Generated by Stationary Processes
|
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Chapter number | 9 |
Book title |
Theory of Martingales
|
Published by |
Springer, Dordrecht, January 1989
|
DOI | 10.1007/978-94-009-2438-3_9 |
Book ISBNs |
978-9-40-107600-5, 978-9-40-092438-3
|
Authors |
R. Sh. Liptser, A. N. Shiryayev |