CENTRAL LIMIT TYPE THEOREM FOR WEIGHTED PARTICLE SYSTEMS

DOI10.4134/JKMS.2004.41.5.773zbMATH Open1078.60026MaRDI QIDQ4673712FDOQ4673712

Authors: Nhansook Cho, Youngmee Kwon 

Publication date: 9 May 2005

Published in: Journal of the Korean Mathematical Society (Search for Journal in Brave)

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zbMATH Keywords

central limit theoremstochastic differential equationweighted Sobolev spaceItô formula

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) (L^p)-limit theorems (60F25)

Cited In (4)

• Convergence of weighted empirical measures
• Weight functions and pathwise local central limit theorems
• High-dimensional central limit theorems for a class of particle systems
• Central limit theorem for a class of linear systems

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