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Teoriya Veroyatnostei i ee Primeneniya, 2005, Volume 50, Issue 4, Pages 711–732
DOI: https://doi.org/10.4213/tvp126 (Mi tvp126) 		 
This article is cited in 4 scientific papers (total in 4 papers)

Limit behavior of Ito finite sums with avaraging

N. V. Lazakovich, O. L. Yablonskii

Belarusian State University
Full-text PDF (1786 kB) Citations (4)
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DOI: https://doi.org/10.4213/tvp126
Abstract: In the paper the limiting behavior of finite sums with averaging containing Lévy processes is considered. For this purpose a new class of stochastic integrals for Lévy processes including, in particular, the Itô integral, Stratonovich integral, and others, is defined. By using these integrals complete classification of the limiting behavior of the considered sums is given.
Keywords: algebra of generalized stochastic processes, Lévy processes, stochastic integral.
Received: 16.12.2002
Revised: 10.05.2004
English version:
Theory of Probability and its Applications, 2006, Volume 50, Issue 4, Pages 612–630
DOI: https://doi.org/10.1137/S0040585X97982001
Bibliographic databases:
Language: Russian
Citation: N. V. Lazakovich, O. L. Yablonskii, “Limit behavior of Ito finite sums with avaraging”, Teor. Veroyatnost. i Primenen., 50:4 (2005), 711–732; Theory Probab. Appl., 50:4 (2006), 612–630
Citation in format AMSBIB
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\paper Limit behavior of Ito finite sums with avaraging
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\transl
\jour Theory Probab. Appl.
\yr 2006
\vol 50
\issue 4
\pages 612--630
\crossref{https://doi.org/10.1137/S0040585X97982001}
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  • https://doi.org/10.4213/tvp126
  • https://www.mathnet.ru/eng/tvp/v50/i4/p711
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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