Standard

Convergence for step line processes under summation of random indicators and models of market pricing. / Chuprunov, A. N.; Rusakov, O. V.

в: Lobachevskii Journal of Mathematics, Том 12, 2003, стр. 11-39.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Chuprunov, AN & Rusakov, OV 2003, 'Convergence for step line processes under summation of random indicators and models of market pricing', Lobachevskii Journal of Mathematics, Том. 12, стр. 11-39.

APA

Chuprunov, A. N., & Rusakov, O. V. (2003). Convergence for step line processes under summation of random indicators and models of market pricing. Lobachevskii Journal of Mathematics, 12, 11-39.

Vancouver

Chuprunov AN, Rusakov OV. Convergence for step line processes under summation of random indicators and models of market pricing. Lobachevskii Journal of Mathematics. 2003;12:11-39.

Author

Chuprunov, A. N. ; Rusakov, O. V. / Convergence for step line processes under summation of random indicators and models of market pricing. в: Lobachevskii Journal of Mathematics. 2003 ; Том 12. стр. 11-39.

BibTeX

@article{a1b037d7a0004fd9aba0a20eb7727677,
title = "Convergence for step line processes under summation of random indicators and models of market pricing",
abstract = "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.",
author = "Chuprunov, {A. N.} and Rusakov, {O. V.}",
year = "2003",
language = "English",
volume = "12",
pages = "11--39",
journal = "Lobachevskii Journal of Mathematics",
issn = "1995-0802",
publisher = "Pleiades Publishing",

}

RIS

TY - JOUR

T1 - Convergence for step line processes under summation of random indicators and models of market pricing

AU - Chuprunov, A. N.

AU - Rusakov, O. V.

PY - 2003

Y1 - 2003

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=4243073009&partnerID=8YFLogxK

M3 - Article

AN - SCOPUS:4243073009

VL - 12

SP - 11

EP - 39

JO - Lobachevskii Journal of Mathematics

JF - Lobachevskii Journal of Mathematics

SN - 1995-0802

ER -

ID: 87286055