On asymptotical behaviour of some functionals of processes with independent increments
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 1, pp. 157-163
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This paper deals with asympototical behaviour of $\mathbf Ef(S_t)$ where $f$ is a bounded function and $S_t$ is a stochastic process with independent and stationary increments.
@article{TVP_1971_16_1_a13,
author = {Yu. A. Davydov and I. A. Ibragimov},
title = {On asymptotical behaviour of some functionals of processes with independent increments},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {157--163},
year = {1971},
volume = {16},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_1_a13/}
}
TY - JOUR AU - Yu. A. Davydov AU - I. A. Ibragimov TI - On asymptotical behaviour of some functionals of processes with independent increments JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1971 SP - 157 EP - 163 VL - 16 IS - 1 UR - http://geodesic.mathdoc.fr/item/TVP_1971_16_1_a13/ LA - ru ID - TVP_1971_16_1_a13 ER -
Yu. A. Davydov; I. A. Ibragimov. On asymptotical behaviour of some functionals of processes with independent increments. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 1, pp. 157-163. http://geodesic.mathdoc.fr/item/TVP_1971_16_1_a13/