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.
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.
