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.
The stopping of σ filtration and stochastic processes are defined by stopping fields, whose many properties are similar to those in one parameter case. It is also proven that the stopping of stochastic processes keep...The stopping of σ filtration and stochastic processes are defined by stopping fields, whose many properties are similar to those in one parameter case. It is also proven that the stopping of stochastic processes keeps the properties of martingales, right continuity, uniform integrability and L log + L integrability.展开更多
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)
文摘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.
文摘The stopping of σ filtration and stochastic processes are defined by stopping fields, whose many properties are similar to those in one parameter case. It is also proven that the stopping of stochastic processes keeps the properties of martingales, right continuity, uniform integrability and L log + L integrability.
