Here is the listing of Best reference books on Weak Convergance and Martingale Theory.
|1. “Convergence of Probability Measures” by P. Billingsley|
|2. “Stochastic Calculus and Applications” by R.J. Elliot|
|3. “Probability Measures on Metric Spaces” by K.R. Parthasarathy|
Sanfoundry Global Education & Learning Series – Best Reference Books!