Geodesic
A New Limit Theorem for Stochastic Processes with Gaussian Increments
Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 1, pp. 57-66

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

We prove a limit theorem which generalizes Baxter's limit theorem [1]. This theorem in essence makes it possible to extend the class of stochastic processes to which Slepian's main result is applicable [3]. 
@article{TVP_1961_6_1_a3,
     author = {E. G. Gladyshev},
     title = {A {New} {Limit} {Theorem} for {Stochastic} {Processes} with {Gaussian} {Increments}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {57--66},
     publisher = {mathdoc},
     volume = {6},
     number = {1},
     year = {1961},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a3/}
}
TY  - JOUR
AU  - E. G. Gladyshev
TI  - A New Limit Theorem for Stochastic Processes with Gaussian Increments
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1961
SP  - 57
EP  - 66
VL  - 6
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a3/
LA  - ru
ID  - TVP_1961_6_1_a3
ER  - 
%0 Journal Article
%A E. G. Gladyshev
%T A New Limit Theorem for Stochastic Processes with Gaussian Increments
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1961
%P 57-66
%V 6
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a3/
%G ru
%F TVP_1961_6_1_a3
E. G. Gladyshev. A New Limit Theorem for Stochastic Processes with Gaussian Increments. Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 1, pp. 57-66. http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a3/