Convergence for step line processes under summation of random indicators and models of market pricing

zbMath1018.60034MaRDI QIDQ1394502

O. V. Rusakov, Aleksey N. Chuprunov

Publication date: 23 June 2003

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/228652

zbMATH Keywords

functional limit theorems for integrals; models of the financial market; random broken lines; random step lines

Mathematics Subject Classification ID

91B24: Microeconomic theory (price theory and economic markets)

60F17: Functional limit theorems; invariance principles

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