Strong approximation of locally square-integrable martingales

Authors
Yan Lin, Zheng Wang, Han Chao
Citation
Yan Lin, Zheng et Wang, Han Chao, Strong approximation of locally square-integrable martingales, Acta mathematica Sinica. English series (Print) , 28(6), 2012, pp. 1221-1232
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
28
Issue
6
Year of publication
2012
Pages
1221 - 1232
Database
ACNP
SICI code
Abstract
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.