Strong approximation of vector-valued stochastic integrals

DOI10.1016/0167-7152(91)90078-6zbMath0747.60027OpenAlexW1997249856MaRDI QIDQ1181106

László Gerencsér

Publication date: 27 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90078-6

zbMATH Keywords

Wiener process\(L\)-mixing processvector-valued stochastic integrals

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic integrals (60H05)

Related Items

Strong approximations and sequential change-point analysis for diffusion processes

Cites Work

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