Weak Convergence of Financial Markets

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Large-dimensional factor modeling based on high-frequency observations (2019, unknown): “However, weak convergence of stochastic processes requires significantly stronger assumptions (see for example Prigent (2003)) and will in general not be satisfied under my assumptions.”
REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS (2008, unknown): “~see also Dedecker and Merlevède, 2002; Doukhan, 2003, Sect+ 6; Prigent, 2003, Sect+ 1+3+4; Nze and Doukhan, 2004, Sect+ 5+1! provide functional central limit theorems that are not, in general, Gaussian+ Let, as before, ~et !t Z be a sequence of random variables with Eet 0, Eet 2 `, and let ~ t !t…”
Adapted Wasserstein distances and stability in mathematical finance (2019, background): “Due to the vastness of this literature we refer the reader to the book [57] for references.”
Reflected and doubly reflected BSDEs with jumps: A priori estimates and comparison (2008, background): “Therefore, ∫ T 0 (Ut − Yt)(dK̃ − t − dK̃ n,− t ) converges in measure (for the Skorokhod topology) to 0 (Jacod and Shiryaev [25], Theorem VI.6.22(c), page 383, see also Prigent [29], Chapter 1.4) so that, finally, ∫ T 0 (Ut−Yt)dK̃ − t = 0.”