CENTRAL LIMIT TYPE THEOREM FOR WEIGHTED PARTICLE SYSTEMS

DOI10.4134/JKMS.2004.41.5.773zbMath1078.60026MaRDI QIDQ4673712

Youngmee Kwon, Nhansook Cho

Publication date: 9 May 2005

Published in: Journal of the Korean Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationweighted Sobolev spacecentral limit theoremItô formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) (L^p)-limit theorems (60F25)

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