Strong approximation of continuous time stochastic processes

DOI10.1016/0047-259X(89)90063-8MaRDI QIDQ581920zbMATH OpenOpenAlexFDO

Authors Ernst Eberlein

Publication date 1989

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259x(89)90063-8

zbMATH Keywords

dependent random variablesstrong approximationconditional increments

Mathematics Subject Classification ID

Gaussian processes (60G15) Markov processes (60J99) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Foundations of stochastic processes (60G05)

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• A Functional Central Limit Theorem for Semimartingales
• Almost sure invariance principles for partial sums of mixing B-valued random variables
• Approximation theorems for independent and weakly dependent random vectors
• Distances of Probability Measures and Random Variables
• Finitely determined processes - An indiscrete approach
• Measures of Dependence For Processes in metric spaces
• On strong invariance principles under dependence assumptions
• Strong approximation of very weak Bernoulli processes
• Survey of Measurable Selection Theorems
• The Wasserstein distance and approximation theorems
• Weak convergence of probability measures and random functions in the function space D[0,∞)

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• Optimal strong approximation of the one-dimensional squared Bessel process
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• Rates of convergence in the functional CLT for multidimensional continuous time martingales.
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• On Modeling Questions In Security Valuation
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• Strong diffusion approximation in averaging and value computation in Dynkin's games
• Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales
• Strong Gaussian approximation for cumulative processes
• On strong causal binomial approximation for stochastic processes
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