Standard

Limit theorems for increments of processes with independent increments. / Frolov, A. N.

In: Doklady Akademii Nauk, Vol. 393, No. 2, 2003, p. 165-169.

Research output: Contribution to journalArticlepeer-review

Harvard

Frolov, AN 2003, 'Limit theorems for increments of processes with independent increments', Doklady Akademii Nauk, vol. 393, no. 2, pp. 165-169.

APA

Vancouver

Author

Frolov, A. N. / Limit theorems for increments of processes with independent increments. In: Doklady Akademii Nauk. 2003 ; Vol. 393, No. 2. pp. 165-169.

BibTeX

@article{efebdc96fb3f4e5ebd40267d92cdf96f,
title = "Limit theorems for increments of processes with independent increments",
abstract = "Investigated is asymptotic almost surely behavior of increments (AASBI) of stochastically continuous homogeneous processes with independent increments (SCHPwII). The universal formula is derived for normalizing function in the limit theorems on AASBI SCHPwII. It allows constructing the integral theory of AASBI SCHPwII including certain considered statistical laws and thus enables to expand AASBI description results for the whole class of SCHPwII.",
author = "Frolov, {A. N.}",
note = "Copyright: Copyright 2008 Elsevier B.V., All rights reserved.",
year = "2003",
language = "English",
volume = "393",
pages = "165--169",
journal = "ДОКЛАДЫ АКАДЕМИИ НАУК",
issn = "0869-5652",
publisher = "Издательство {"}Наука{"}",
number = "2",

}

RIS

TY - JOUR

T1 - Limit theorems for increments of processes with independent increments

AU - Frolov, A. N.

N1 - Copyright: Copyright 2008 Elsevier B.V., All rights reserved.

PY - 2003

Y1 - 2003

N2 - Investigated is asymptotic almost surely behavior of increments (AASBI) of stochastically continuous homogeneous processes with independent increments (SCHPwII). The universal formula is derived for normalizing function in the limit theorems on AASBI SCHPwII. It allows constructing the integral theory of AASBI SCHPwII including certain considered statistical laws and thus enables to expand AASBI description results for the whole class of SCHPwII.

AB - Investigated is asymptotic almost surely behavior of increments (AASBI) of stochastically continuous homogeneous processes with independent increments (SCHPwII). The universal formula is derived for normalizing function in the limit theorems on AASBI SCHPwII. It allows constructing the integral theory of AASBI SCHPwII including certain considered statistical laws and thus enables to expand AASBI description results for the whole class of SCHPwII.

UR - http://www.scopus.com/inward/record.url?scp=5644245056&partnerID=8YFLogxK

M3 - Article

AN - SCOPUS:5644245056

VL - 393

SP - 165

EP - 169

JO - ДОКЛАДЫ АКАДЕМИИ НАУК

JF - ДОКЛАДЫ АКАДЕМИИ НАУК

SN - 0869-5652

IS - 2

ER -

ID: 77795571