Diffusion approximation of normalized integrals of weakly dependent processes and its applications

DOI10.1007/BF01058879zbMath0952.60037OpenAlexW2043300877MaRDI QIDQ1568092

I. L. Shurko, B. V. Bondarev

Publication date: 29 June 2000

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01058879

zbMATH Keywords

rate of convergenceweakly dependent stationary processesnormalized integralsstochastic systems with curvilinear boundaries

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Functional limit theorems; invariance principles (60F17)

Cites Work

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