A limit theorem for the number of sign changes for a sequence of one-dimensional diffusions
Vernadsky National Library of Ukraine
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Title |
A limit theorem for the number of sign changes for a sequence of one-dimensional diffusions
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Creator |
Kulik, A.M.
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Description |
The (normalized) number of sign changes for a weakly convergent sequence of onedimensional diffusion processes is considered. The limit theorem for this number is established.
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Date |
2009-12-03T16:38:50Z
2009-12-03T16:38:50Z 2008 |
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Type |
Article
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Identifier |
A limit theorem for the number of sign changes for a sequence of one-dimensional diffusions / A.M. Kulik // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 79–92. — Бібліогр.: 14 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4555 519.21 |
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Language |
en
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Publisher |
Інститут математики НАН України
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