๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Convergence of a difference approximation of a stochastic Darboux equation

โœ Scribed by Yu. M. Ermol'ev; T. I. Tsarenko


Publisher
Springer US
Year
1978
Tongue
English
Weight
584 KB
Volume
13
Category
Article
ISSN
1573-8337

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Weak convergence of a sequence of stocha
โœ Masaru Iizuka ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› Springer ๐ŸŒ English โš– 494 KB

We consider a sequence of discrete parameter stochastic processes defined by solutions to stochastic difference equations. A condition is given that this sequence converges weakly to a continuous parameter process defined by solutions to a stochastic ordinary differential equation. Applying this res

Asymptotic Normality for a Vector Stocha
โœ Yunmin Zhu ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 651 KB

In this paper, we consider an asymptotic normality problem for a vector stochastic difference equation of the form where B is a stable matrix, and E n ร„ n 0, a n is a positive real step size sequence with a n ร„ n 0, n=1 a n = , and a &1 n+1 &a &1 n ร„ n \* 0, u n is an infinite-term moving average p