Strong approximations of semimartingales by processes with independent increments

DOI10.1007/BF01304277zbMath0719.60029MaRDI QIDQ2640221

N. Besdziek

Publication date: 1991

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

local martingaleprocesses with independent incrementsalmost sure invariance principlestrong approximations for continuous time semimartingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Markov processes (60J99)

Related Items (max. 100)

Strong approximations and sequential change-point analysis for diffusion processes ⋮ Strong approximation of locally square-integrable martingales ⋮ Laws of the iterated logarithm for locally square integrable martingales

Cites Work

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