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A functional central limit theorem for martingales in C(K) and its application to sequential estimates.
Journal für die reine und angewandte Mathematik, Tome 314 (1980), pp. 117-135 Cet article a éte moissonné depuis la source European Digital Mathematics Library

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Mots-clés : invariance principle, martingale difference sequence, Robbins-Monro process, filtering theory 
@article{JRAM_1980__314_152213,
     author = {H. Walk},
     title = {A functional central limit theorem for martingales in {C(K)} and its application to sequential estimates.},
     journal = {Journal f\"ur die reine und angewandte Mathematik},
     pages = {117--135},
     year = {1980},
     volume = {314},
     zbl = {0419.60028},
     url = {http://geodesic.mathdoc.fr/item/JRAM_1980__314_152213/}
}
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%0 Journal Article
%A H. Walk
%T A functional central limit theorem for martingales in C(K) and its application to sequential estimates.
%J Journal für die reine und angewandte Mathematik
%D 1980
%P 117-135
%V 314
%U http://geodesic.mathdoc.fr/item/JRAM_1980__314_152213/
%F JRAM_1980__314_152213
H. Walk. A functional central limit theorem for martingales in C(K) and its application to sequential estimates.. Journal für die reine und angewandte Mathematik, Tome 314 (1980), pp. 117-135. http://geodesic.mathdoc.fr/item/JRAM_1980__314_152213/