Strong Approximation of Locally Square-Integrable Martingales
Strong Approximation of Locally Square-Integrable Martingales作者机构：Department of MathematicsZhejiang University
出 版 物：《Acta Mathematica Sinica,English Series》 (数学学报（英文版）)
年 卷 期：2012年第28卷第6期
页 面：1221-1232页
核心收录：
学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金：Supported by National Natural Science Foundation of China (Grant No. 10871177) Specialized Research Fund for the Doctor Program of Higher Education (Grant No. 20090101110020)
主 题：Locally square-integrable martingales strong approximation jumps
摘 要：In this paper, we consider the strong approximation for locally square-integrable martingales. In our results, the limit process may be a process with jumps. This is an extension of the former results.
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