Limit Theorems for the Donsker Delta Function : an Example

Potthoff, Jürgen ; Sundar, Padmanabhan

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URN: urn:nbn:de:bsz:180-madoc-16876
Document Type: Working paper
Year of publication: 1993
The title of a journal, publication series: None
Publication language: English
Institution: School of Business Informatics and Mathematics > Sonstige - Fakultät für Wirtschaftsinformatik und Wirtschaftsmathematik
MADOC publication series: Veröffentlichungen der Fakultät für Mathematik und Informatik > Institut für Mathematik > Mannheimer Manuskripte
Subject: 510 Mathematics
Classification: MSC: 60F05 60G20 60F15 ,
Subject headings (SWD): Gesetz der großen Zahlen , Zentraler Grenzwertsatz , Deltafunktion , Brownsche Bewegung
Keywords (English): law of large numbers , central limit theorem , Dirac distribution , stochastic exponential of Brownian motion
Abstract: Limit theorems of the type of the law of large numbers and the central limit theorem are established (in the sense of Hida distributions) for the composition of the Dirac distribution with the stochastic exponential of Brownian motion.
Additional information:

Dieser Eintrag ist Teil der Universitätsbibliographie.

Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.

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