Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle (Q4442921)
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scientific article; zbMATH DE number 2030792
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle |
scientific article; zbMATH DE number 2030792 |
Statements
Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle (English)
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21 January 2004
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Donsker-Prokhorov invariance principle
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local time of Brownian motion
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skew Brownian motion
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Skorokhod embedding problem
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