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A limit theorem for the number of sign changes for a
sequence of one-dimensional diffusions
Alexey M. Kulik Kiev 01601 Tereshchenkivsk str., 3, Institute of Mathematics,krainian National Academy of Sciences
Аннотация:
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.
Ключевые слова:
The number of sign changes, additive functional, characteristic, Markov
approximation, local time.
Образец цитирования:
Alexey M. Kulik, “A limit theorem for the number of sign changes for a
sequence of one-dimensional diffusions”, Theory Stoch. Process., 14(30):2 (2008), 79–92
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp147 https://www.mathnet.ru/rus/thsp/v14/i2/p79
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Страница аннотации: | 100 | PDF полного текста: | 29 | Список литературы: | 18 |
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