The invariance principle for stationary processes. Estimate of the rate of convergence

MaRDI QIDQ5487535zbMATH OpenFDO

Authors B. V. Bondarev, E. E. Kovtun

Publication date 19 September 2006

zbMATH Keywords

Wiener processmartingale

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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