scientific article; zbMATH DE number 2169702

MaRDI QIDQ4677150zbMATH OpenFDO

Authors D. S. Silvestrov, Yuliya S. Mishura

Publication date 20 May 2005

zbMATH Keywords

weak convergencerandom stoppingstochastic Riemann-Stieltjes integral

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Stochastic integrals (60H05)

Recommendations

• scientific article; zbMATH DE number 3479921
• Limit theorems for multiple stochastic integrals
• scientific article; zbMATH DE number 4105987
• A limit theorem for a class of stochastic integral equations
• Weak limit theorems for stochastic integrals and stochastic differential equations
• scientific article; zbMATH DE number 4028545
• scientific article; zbMATH DE number 3858099
• scientific article; zbMATH DE number 4030652
• scientific article; zbMATH DE number 4038951

Cited in

(9)

• Extreme value theory for stochastic integrals of Legendre polynomials
• Limit theorems for conservative flows on multiple stochastic integrals
• Limit theorems for singular Skorohod integrals
• The Limiting Behavior of Ito’s Finite Sums with Averaging
• scientific article; zbMATH DE number 4166214 (Why is no real title available?)
• scientific article; zbMATH DE number 4105987 (Why is no real title available?)
• The limit theorem connecting Lévy means and integrals with respect to measures of white noise
• On pathwise Riemann-Stieltjes integrals
• Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4677150)