Geodesic
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. 
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     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},
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     volume = {16},
     number = {1},
     year = {1971},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_1_a13/}
}
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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/