Strong approximations of semimartingales by processes with independent increments
This paper provides some very general strong approximations for continuous time semimartingales by continuous processes with independent increments whose variance functions increase polynomially or exponentially. The basic assumptions involve constraints on the probability of big jumps and on the differences between the time scales and trends of a suitably truncated local martingale part of the process and those of the approximating process. No moment assumptions are required. Applications are given to provide an almost sure invariance principle for partial sum processes whose variance grows nonlinearly and also one for the functionals of a Markov process.
- A Functional Central Limit Theorem for Semimartingales
- A note on the almost sure approximation of weakly dependent random variables
- Almost sure invariance principles for partial sums of mixing B-valued random variables
- Almost sure invariance principles for partial sums of weakly dependent random variables
- An almost sure Invariance Principle for Hilbert Space Valued Martingales
- Approximation theorems for independent and weakly dependent random vectors
- Calcul stochastique et problèmes de martingales
- scientific article; zbMATH DE number 4034749 (Why is no real title available?)
- scientific article; zbMATH DE number 3662294 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3776572 (Why is no real title available?)
- scientific article; zbMATH DE number 3793150 (Why is no real title available?)
- scientific article; zbMATH DE number 3505964 (Why is no real title available?)
- scientific article; zbMATH DE number 3581363 (Why is no real title available?)
- scientific article; zbMATH DE number 3994645 (Why is no real title available?)
- scientific article; zbMATH DE number 3215021 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- Invariance principles for martingales and sums of independent random variables
- Limit theorems for sums of weakly dependent Banach space valued random variables
- Martingales: Recent Developments, Results and Applications
- On strong invariance principles under dependence assumptions
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- On the Rate of Convergence in the Central Limit Theorem for Semimartingales
- Strong approximation of continuous time stochastic processes
- Strong invariance principles for partial sums of independent random vectors
- Laws of the iterated logarithm for locally square integrable martingales
- Strong approximation of locally square-integrable martingales
- Strong approximation of semimartingales and statistical processes
- Strong Markov approximation of Lévy processes and their generalizations in a scheme of series
- A strong invariance principle and some of its applications
- Strong approximations and sequential change-point analysis for diffusion processes
- scientific article; zbMATH DE number 4122963 (Why is no real title available?)
- Strong approximation of continuous time stochastic processes
This page was built for publication: Strong approximations of semimartingales by processes with independent increments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2640221)
