A limit theorem for the number of sign changes for a sequence of one-dimensional diffusions
The (normalized) number of sign changes for a weakly convergent sequence of onedimensional diffusion processes is considered. The limit theorem for this number is established.
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| Datum: | 2008 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2008
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| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/4555 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | A limit theorem for the number of sign changes for a sequence of one-dimensional diffusions / A.M. Kulik // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 79–92. — Бібліогр.: 14 назв.— англ. |