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.

Язык оригиналаанглийский
Страницы (с-по)11-39
Число страниц29
ЖурналLobachevskii Journal of Mathematics
Том12
СостояниеОпубликовано - 2003

    Предметные области Scopus

  • Математика (все)

ID: 87286055