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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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Bibliographic Details
Date:	1992
Main Authors:	Safonova , O. A., Сафонова , О. А.
Format:	Article
Language:	Russian
Published:	Institute of Mathematics, NAS of Ukraine 1992
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

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