Asymptotical behaviour of integral functionals from diffusion processes with periodical coefficients
A central limit theorem is proved for functionals of integral form and with its help is established the local asymptotic normality of the logarithm of the likelihood ratio for diffusion processes with periodic coefficients.
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| Date: | 1992 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian |
| Published: |
Institute of Mathematics, NAS of Ukraine
1992
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/7838 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860512784436953088 |
|---|---|
| author | Safonova , O. A. Сафонова , О. А. |
| author_facet | Safonova , O. A. Сафонова , О. А. |
| author_sort | Safonova , O. A. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2023-09-27T12:27:08Z |
| description | A central limit theorem is proved for functionals of integral form and with its help is established the local asymptotic normality of the logarithm of the likelihood ratio for diffusion processes with periodic coefficients. |
| first_indexed | 2026-03-24T03:34:17Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-7838 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus |
| last_indexed | 2026-03-24T03:34:17Z |
| publishDate | 1992 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/aa/fa5c9a5cd4c48a7646d8d9ebbf954caa.pdf |
| spelling | umjimathkievua-article-78382023-09-27T12:27:08Z Asymptotical behaviour of integral functionals from diffusion processes with periodical coefficients Об асимптотическом поведении интегральных функционалов от диффузионных процессов с периодическими коэффициентами Safonova , O. A. Сафонова , О. А. A central limit theorem is proved for functionals of integral form and with its help is established the local asymptotic normality of the logarithm of the likelihood ratio for diffusion processes with periodic coefficients. Доказана центральная предельная теорема для функционалов интегрального вида и с ее помощью установлена локальная асимптотическая нормальность логарифма отношения правдоподобия для диффузионных процессов с периодическими коэффициентами. Доведена центральна гранична теорема для функціоналів інтегрального типу і з її допомогою встановлена локальна асимптотична нормальність логарифма відношення правдоподібності для дифузійних процесів з періодичними коефіцієнтами. Institute of Mathematics, NAS of Ukraine 1992-02-28 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/7838 Ukrains’kyi Matematychnyi Zhurnal; Vol. 44 No. 2 (1992); 245-252 Український математичний журнал; Том 44 № 2 (1992); 245-252 1027-3190 rus https://umj.imath.kiev.ua/index.php/umj/article/view/7838/9487 Copyright (c) 1992 O. A. Safonova |
| spellingShingle | Safonova , O. A. Сафонова , О. А. Asymptotical behaviour of integral functionals from diffusion processes with periodical coefficients |
| title | Asymptotical behaviour of integral functionals from diffusion processes with periodical coefficients |
| title_alt | Об асимптотическом поведении интегральных функционалов от диффузионных процессов с периодическими коэффициентами |
| title_full | Asymptotical behaviour of integral functionals from diffusion processes with periodical coefficients |
| title_fullStr | Asymptotical behaviour of integral functionals from diffusion processes with periodical coefficients |
| title_full_unstemmed | Asymptotical behaviour of integral functionals from diffusion processes with periodical coefficients |
| title_short | Asymptotical behaviour of integral functionals from diffusion processes with periodical coefficients |
| title_sort | asymptotical behaviour of integral functionals from diffusion processes with periodical coefficients |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/7838 |
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