Limit theorems for the number of crossings of a fixed plane by certain sequences of generalized dbffusion processes

We characterize the weak convergence of certain sequences of generalized diffusion processes by using a specific functional of a process, namely, the number of crossings of a fixed plane by this process.

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Bibliographic Details
Date:1994
Main Authors: Goshko, L. V., Portenko, N. I., Гошко, Л. В., Портенко, М. І.
Format: Article
Language:Ukrainian
English
Published: Institute of Mathematics, NAS of Ukraine 1994
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/5732
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal