Strong approximation of locally square-integrable martingales

DOI10.1007/S10114-011-0196-3zbMath1253.60040OpenAlexW2397616150MaRDI QIDQ1757990

Zheng Yan Lin, Han Chao Wang

Publication date: 7 November 2012

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-011-0196-3

zbMATH Keywords

jumpsstrong approximationlocally square-integrable martingales

Mathematics Subject Classification ID

Strong limit theorems (60F15) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models ⋮ Double-smoothed drift estimation of jump-diffusion model ⋮ Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Strong approximation of continuous time stochastic processes
• Calcul stochastique et problèmes de martingales
• Convergence rates of tail probabilities for sums under dependence assumptions
• Strong approximation for a class of stationary processes
• Asymptotic results for the empirical process of stationary sequences
• Strong approximation of semimartingales and statistical processes
• Strong approximations of semimartingales by processes with independent increments

This page was built for publication: Strong approximation of locally square-integrable martingales