An almost sure invariance principle for Hilbert space valued martingales
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- by Gregory Morrow and Walter Philipp PDF
- Trans. Amer. Math. Soc. 273 (1982), 231-251 Request permission
Abstract:
We obtain an almost sure approximation of a martingale with values in a real separable Hilbert space $H$ by a suitable $H$-valued Brownian motion.References
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Additional Information
- © Copyright 1982 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 273 (1982), 231-251
- MSC: Primary 60B12; Secondary 60F17
- DOI: https://doi.org/10.1090/S0002-9947-1982-0664040-3
- MathSciNet review: 664040