View More View Less
  • 1 Universität zu Köln Mathematisches Institut Weyertal 86-90 D-50931 Köln Germany D-50931 Köln Germany
  • 2 University of Utah Department of Mathematics 155 South 1440 East Salt Lake City UT 84112-0090 USA 155 South 1440 East Salt Lake City UT 84112-0090 USA
Restricted access

Abstract  

Giving a generalization of Berkes and Horvth (2003), we consider the Euclidean norm of vector-valued stochastic processes, which can be approximated with a vector-valued Wiener process having a linear drift. The suprema of the Euclidean norm of the processes are not far away from the norm of the processes at the right most point. We also obtain an approximation for the supremum of the weighted Euclidean norm with a Wiener process.

Monthly Content Usage

Abstract Views Full Text Views PDF Downloads
Jun 2020 0 0 0
Jul 2020 0 0 0
Aug 2020 1 0 0
Sep 2020 0 0 0
Oct 2020 0 0 0
Nov 2020 0 0 0
Dec 2020 0 0 0