Law of large numbers and central limit theorem for Donsker's delta function of diffusions I

Potthoff, Jürgen ; Sundar, Padmanabhan

151_1993_bearb.pdf - Published

Download (741kB)

URN: urn:nbn:de:bsz:180-madoc-17136
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 60H07 60G50 ,
Subject headings (SWD): Gesetz der großen Zahlen , Zentraler Grenzwertsatz , Weißes Rauschen , Itô-Integralgleichung
Keywords (English): law of large numbers , central limit theorem , Donsker’s delta function , white noise analysis , Hida distributions
Abstract: Limit theorems in the space of Hida distributions, similar to the law of large numbers and the central limit theorem, are shown for composites of the Dirac distribution with solutions of one-dimensional, non-degenerate Itô equations.
Additional information:

Dieser Eintrag ist Teil der Universitätsbibliographie.

Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.

Metadata export


+ Search Authors in

+ Download Statistics

Downloads per month over past year

View more statistics

You have found an error? Please let us know about your desired correction here: E-Mail

Actions (login required)

Show item Show item