LAW OF LARGE NUMBERS AND CENTRAL-LIMIT-THEOREM FOR DONSKER DELTA-FUNCTION OF DIFFUSIONS .1.

Authors
POTTHOFF J SUNDAR P
Citation
J. Potthoff et P. Sundar, LAW OF LARGE NUMBERS AND CENTRAL-LIMIT-THEOREM FOR DONSKER DELTA-FUNCTION OF DIFFUSIONS .1., Potential analysis, 5(5), 1996, pp. 487-504
Citations number
12
Categorie Soggetti
Mathematics, Pure",Mathematics
Journal title
Potential analysis → ACNP
ISSN journal
09262601
Volume
5
Issue
5
Year of publication
1996
Pages
487 - 504
Database
ISI
SICI code
0926-2601(1996)5:5<487:LOLNAC>2.0.ZU;2-0
Abstract
Limit theorems in the space of Hida distributions, similar to the law of large numbers and the central limit theorem, are shown for composit es of the Dirac distribution with solutions of one-dimensional, non-de generate Ito equations.