Convergence of random step lines to Ornstein-Uhlenbeck-type processes
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Publication:1286603
DOI10.1007/BF02432358zbMath0928.60012MaRDI QIDQ1286603
Aleksey N. Chuprunov, István Fazekas
Publication date: 2 May 1999
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
Related Items
Unnamed Item ⋮ Convergence of insurance payout stochastic processes to generalized Poisson process ⋮ Limit theorems for random processes with random time substitution ⋮ Convergence of random step lines to Ornstein-Uhlenbeck-type processes
Cites Work
- Linear stochastic systems with constant coefficients. A statistical approach
- Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes
- Convergence of random step lines to Ornstein-Uhlenbeck-type processes
- Central limit theorems for local martingales
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