No label defined (Q4937772)

Let \((X,X_1)= (X'\times X'',X_ 1'\times X_ 1'')\) be a measurable space, \(\mu'\) be a \(\sigma\)-finite measure on \(X_ 1\), \(\mu_{x'}''\) be a finite regular conditional measure on \(X''.\) Let \((\beta_{n})\) be a sequence of random functions \(\beta_{n}= \beta_{n}(t,x',x'').\) The author investigates the asymptotic behaviour as \(n\to\infty\) of functions \(\xi_{n}(t,y,x')=\mu_{x'}'' \{\beta_{n}(t,x',x'')\leq y \}.\) Let \({\widehat\xi}_{n}(t,z)= \int_{-\infty}^{\infty}\exp\{ izy\} \xi_{n}(t,dy).\) Under some assertions the author proves that \(\xi_{n}(t,\cdot)@>c>>\xi(t,\cdot)\) as \(n \to\infty,\) where \[ {\widehat\xi}(t,z)=J(z)\exp\{ iz(F(t)+ S(t))+0.5z^2(K(t)-Q(t))\}, \quad {\widehat\xi}(t,z)= \int_{-\infty}^{\infty}\exp\{ izy\} \xi(t,dy), \] \(S\) is a continuous martingale with a characteristic \(K\) with respect to a certain flow \({\widetilde F}(F,Q,K).\)