Rates of convergence in the functional CLT for multidimensional continuous time martingales.
From MaRDI portal
Publication:1879506
DOI10.1016/S0304-4149(00)00054-5zbMath1047.60026MaRDI QIDQ1879506
Publication date: 22 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
multidimensional Brownian motionKy Fan's distancemultidimensional martingaleProkhorov's distancequadratic covariation of two square integrable martingalesquadratic variation of a square integrable martingaleuniform Ky Fan's distance
Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Strong approximation of continuous time stochastic processes
- Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales
- Rate of convergence in the functional central limit theorem for semimartingales
- Approximation theorems for independent and weakly dependent random vectors
- A note on nearby variables with nearby conditional laws
- Rate of convergence in the functional limit theorem for likelihood ratio processes
- Strong approximation of semimartingales and statistical processes
- Probability Metrics
- An exact rate of convergence in the functional central limit theorem for special martingale difference arrays
- Une evaluation de la distance entre les lois d'une semimartingale et d'un processus a accroisseivients independants
- An approximation of partial sums of independent RV's, and the sample DF. II
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- Rates of convergence in the functional CLT for martingales
- Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
- An almost sure Invariance Principle for Hilbert Space Valued Martingales
- Probability Inequalities for Sums of Independent Random Variables
