Strong approximation of continuous local martingales by simple random walks
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Publication:3159134
DOI10.1556/SScMath.41.2004.1.6zbMath1059.60041arXiv1008.1506MaRDI QIDQ3159134
Balázs Székely, Tamas Szabados
Publication date: 14 February 2005
Full work available at URL: https://arxiv.org/abs/1008.1506
60F15: Strong limit theorems
60G44: Martingales with continuous parameter
60H05: Stochastic integrals
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