Weak invariance principle for solutions of stochastic recurrence equations in a banach space

• Datum: 1995
• Hauptverfasser: Koval, V. A., Коваль, В. А.
• Format: Artikel
• Sprache: Russisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 1995
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/5390
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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.