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Convergence of Certain Functionals of Integral Fractional Processes

✍ Scribed by José Manuel Corcuera; David Nualart; Jeannette H. C. Woerner


Publisher
Springer US
Year
2008
Tongue
English
Weight
397 KB
Volume
22
Category
Article
ISSN
0894-9840

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A Note on the Convergence of Integral Fu
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For a diffusion type process dX, = d w + a(t, X) dt and a sequence (f,) of nonnegative functions necessary and sufficient conditions to the f, are established which guarantee the as. convergence of fn(X,) dt to zero. This result is applied to derive simple necessary and sufficient conditions for the