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2004 Weak Convergence to Ocone Martingales: a Remark
Giovanni Peccati
Author Affiliations +
Electron. Commun. Probab. 9: 172-174 (2004). DOI: 10.1214/ECP.v9-1121

Abstract

We show, by a simple counterexample, that the main result in a recent paper by H. Van Zanten [Electronic Communications in Probability 7 (2002), 215-222] is false. We eventually point out the origin of the error.

Citation

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Giovanni Peccati. "Weak Convergence to Ocone Martingales: a Remark." Electron. Commun. Probab. 9 172 - 174, 2004. https://doi.org/10.1214/ECP.v9-1121

Information

Accepted: 30 December 2004; Published: 2004
First available in Project Euclid: 26 May 2016

zbMATH: 1060.60042
MathSciNet: MR2108863
Digital Object Identifier: 10.1214/ECP.v9-1121

Subjects:
Primary: 60G44
Secondary: 60F17

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