Transformation of a Continuous Gaussian Process by Rarefying Its Innovation Process

DOI10.1137/1133114zbMath0679.60050OpenAlexW2042663009MaRDI QIDQ4729103

Zoran Ivković, Predrag M. Peruničić

Publication date: 1988

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1133114

zbMATH Keywords

functional limit theoremSkorokhod spaceswitching processasymptotic enlargement of switching processes

Mathematics Subject Classification ID

Special processes (60K99) Functional limit theorems; invariance principles (60F17)

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