Geodesic
Convergence for step line processes under summation of random indicators and models of market pricing
Lobachevskii journal of mathematics, Tome 12 (2003), pp. 11-39

Voir la notice de l'article provenant de la source Math-Net.Ru

Functional limit theorems for random step lines and random broken lines defined by sums of iid random variables with replacements are obtained and discussed. Also we obtained functional limit theorems for integrals of such random processes. We use our results to study a number of models of the financial market. 
@article{LJM_2003_12_a1,
     author = {A. N. Chuprunov and O. V. Rusakov},
     title = {Convergence for step line processes under summation of random indicators and models of market pricing},
     journal = {Lobachevskii journal of mathematics},
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     publisher = {mathdoc},
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     year = {2003},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/LJM_2003_12_a1/}
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A. N. Chuprunov; O. V. Rusakov. Convergence for step line processes under summation of random indicators and models of market pricing. Lobachevskii journal of mathematics, Tome 12 (2003), pp. 11-39. http://geodesic.mathdoc.fr/item/LJM_2003_12_a1/