The Limiting Behavior of Ito’s Finite Sums with Averaging

Autor:	N. V. Lazakovich, A. L. Yablonski
Rok vydání:	2006
Předmět:	Statistics and Probability Stratonovich integral Itō calculus Mathematics::Probability Mathematical analysis Applied mathematics Limiting Statistics Probability and Uncertainty Lévy process Stochastic integral Mathematics
Zdroj:	Theory of Probability & Its Applications. 50:612-630
ISSN:	1095-7219 0040-585X
DOI:	10.1137/s0040585x97982001
Popis:	In the paper the limiting behavior of finite sums with averaging containing Levy processes is considered. For this purpose a new class of stochastic integrals for Levy processes including, in particular, the Ito integral, Stratonovich integral, and others, is defined. By using these integrals complete classification of the limiting behavior of the considered sums is given.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::957fd638f5fe2482a06e94869fc17be6 https://doi.org/10.1137/s0040585x97982001 Zobrazit plný text záznamu Plný text ve formátu PDF