Weak invariance principle for solutions of stochastic recurrence equations in a banach space
We show that, in a Banach space, continuous random processes constructed by using solutions of the difference equationX n =A n X n+1+V n , n=1, 2,..., converge in distribution to a solution of the corresponding operator equation.
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| Date: | 1995 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1995
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5390 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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