Convergence for step line processes under summation of random indicators and models of market pricing

zbMath1018.60034MaRDI QIDQ1394502

O. V. Rusakov, Aleksey N. Chuprunov

Publication date: 23 June 2003

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/228652

zbMATH Keywords

functional limit theorems for integralsmodels of the financial marketrandom broken linesrandom step lines

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Functional limit theorems; invariance principles (60F17)

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