An approximation in probability of normalized integrals of processes with weak dependence by a set of Wiener processes and its applications

zbMATH Open0989.60027MaRDI QIDQ2784972

A. A. Kolosov, B. V. Bondarev

Publication date: 24 April 2002

Published in: Prykladna Statystyka. Aktuarna ta Finansova Matematyka (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationWiener processdeviationnormalized integralsapproximation in probabilityprocesses with weak dependence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (4)

Title not available (Why is that?) ⋮ \((s, t)\)-weak tractability of Euler and Wiener integrated processes ⋮ Title not available (Why is that?) ⋮ Title not available (Why is that?)

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