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math.PR2017
Weak invariance principle in Besov spaces for stationary martingale differences
Davide Giraudo, Alfredas Rackauskas
The classical Donsker weak invariance principle is extended to a Besov spaces framework. Polygonal line processes build from partial sums of stationary martingale differences as we…
math.PR2017★ 20 cited
Invariance principle via orthomartingale approximation
Davide Giraudo
We obtain a necessary and sufficient condition for the orthomartingale-coboundary decomposition. We establish a sufficient condition for the approximation of the partial sums of a…