The Limiting Behavior of Ito’s Finite Sums with Averaging

DOI10.1137/S0040585X97982001zbMATH Open1121.60058MaRDI QIDQ3429709FDOQ3429709

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

Publication date: 2 April 2007

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

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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)

Cited In (2)

• Title not available (Why is that?)
• Solutions of nonlinear differential equations

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