Buchumschlag

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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Datum:	1992
Hauptverfasser:	Safonova , O. A., Сафонова , О. А.
Format:	Artikel
Sprache:	Russisch
Veröffentlicht:	Institute of Mathematics, NAS of Ukraine 1992
Online Zugang:	https://umj.imath.kiev.ua/index.php/umj/article/view/7838
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Назва журналу:	Ukrains’kyi Matematychnyi Zhurnal
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