A limit theorem for the number of sign changes for a sequence of one-dimensional diffusions
The (normalized) number of sign changes for a weakly convergent sequence of onedimensional diffusion processes is considered. The limit theorem for this number is established.
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| Date: | 2008 |
|---|---|
| ISSN: | 0321-3900 |
| Main Author: | Kulik, A.M. |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2008
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4555 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | A limit theorem for the number of sign changes for a sequence of one-dimensional diffusions / A.M. Kulik // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 79–92. — Бібліогр.: 14 назв.— англ. |
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