Strong approximation of continuous time stochastic processes (Q581920): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
Property / cites work
 
Property / cites work: Approximation theorems for independent and weakly dependent random vectors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distances of Probability Measures and Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong approximation of very weak Bernoulli processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On strong invariance principles under dependence assumptions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost sure invariance principles for partial sums of mixing B-valued random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4150931 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of probability measures and random functions in the function space <i>D</i>[0,∞) / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Functional Central Limit Theorem for Semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4158244 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4721313 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Wasserstein distance and approximation theorems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finitely determined processes - An indiscrete approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measures of Dependence For Processes in metric spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Survey of Measurable Selection Theorems / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/0047-259x(89)90063-8 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2000901247 / rank
 
Normal rank

Latest revision as of 10:35, 30 July 2024

scientific article
Language Label Description Also known as
English
Strong approximation of continuous time stochastic processes
scientific article

    Statements

    Strong approximation of continuous time stochastic processes (English)
    0 references
    0 references
    1989
    0 references
    The author proves some sufficient conditions allowing to approximate a sequence of stochastic processes \((X^{(n)}(t))_{t\geq 0}\) by a second sequence \((Y^{(n)}(t))_{t\geq 0}\). The approximation is formulated for some versions of these processes in the almost sure sense. The sufficient conditions are given in terms of the difference of the conditional increments of the processes. The paper generalizes some related ideas for discrete time processes.
    0 references
    strong approximation
    0 references
    dependent random variables
    0 references
    conditional increments
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references