General limit theorems for sums of controlled random variables with arbitrary state space of the controlling sequence

DOI10.1007/BF00967669zbMath0479.60042MaRDI QIDQ1162056

E. I. Kaplan, Dmitrii S. Silvestrov

Publication date: 1981

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

finite dimensional distribution

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Functional limit theorems; invariance principles (60F17)

Cites Work

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