Research output: Contribution to journal › Article › peer-review
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.
| Original language | English |
|---|---|
| Pages (from-to) | 11-39 |
| Number of pages | 29 |
| Journal | Lobachevskii Journal of Mathematics |
| Volume | 12 |
| State | Published - 2003 |
ID: 87286055