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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Bibliographic Details
Date:1995
Main Authors: Koval, V. A., Коваль, В. А.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 1995
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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Ukrains’kyi Matematychnyi Zhurnal

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