scientific article; zbMATH DE number 4052846

MaRDI QIDQ3788934zbMATH OpenFDO

Authors Walter Willinger, Murad S. Taqqu

Publication date 1988

Full work available at URL http://www.numdam.org/item?id=SPS_1988__22__542_0, http://www.numdam.org/item?id=SPS_1989__23__583_1, https://eudml.org/doc/113654

zbMATH Keywords

Brownian motionexamplesfiltrationnatural convergencepathwise approximations of processespathwise convergenceskeleton approximationskeletons

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Stochastic processes (60G99) Stochastic approximation (62L20)

Recommendations

• Strong approximation of continuous time stochastic processes
• Convergence in distribution and Skorokhod convergence for the general theory of processes
• Weak approximations for Wiener functionals
• On martingale approximation of adapted processes
• Approximating Markov processes through filtration

Cited in

(6)

• A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
• A superhedging approach to stochastic integration
• Pathwise construction of tree-valued Fleming-Viot processes
• Remarks on Föllmer's pathwise Itô calculus
• Itô-Föllmer calculus in Banach spaces. I: The Itô formula
• Pathwise stochastic integration and applications to the theory of continuous trading

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