The central limit theorem for stochastic integrals.
Antonio Sintes Blanc (1985)
Collectanea Mathematica
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Displaying similar documents to “A central limit theorem for stochastic processes with independent increments”
The central limit theorem for stochastic integrals.
The strong law of large numbers for strictly stationary sequence of generalized stochastic processes.
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In the paper D. Hoover, J. Keisler: Adapted probability distributions, Trans. Amer. Math. Soc. 286 (1984), 159–201 the notion of adapted distribution of two stochastic processes was introduced, which in a way represents the notion of equivalence of those processes. This very important property is hard to prove directly, so we continue the work of Keisler and Hoover in finding sufficient conditions for two stochastic processes to have the same adapted distribution. For this purpose we...
Paths of finitely additive brownian motion need not be bizarre
Lester E. Dubins (1999)
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