Almost sure approximations and laws of iterated logarithm for signatures

2023/10/04 by Kifer, Yuri · 1 citation
#37A50 #60F15 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2310.02665

Abstract

We obtain strong invariance principles for normalized multiple iterated sums and integrals of the form \bbS_N^(ν)(t)=N^-ν/2∑_0≤ k₁<...

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