The Limiting Behavior of Ito’s Finite Sums with Averaging

DOI10.1137/S0040585X97982001MaRDI QIDQ3429709zbMATH OpenFDO

Authors N. V. Lazakovich, O. L. Yablonskiĭ

Publication date 2 April 2007

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

Lévy processesconvergence of Riemann-like random sumsstochastic \(\theta\)-integral

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) (L^p)-limit theorems (60F25)

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