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Limit theorems for a nonhomogeneous Ornstein-Uhlenbeck process. / Rusakov, O. V.; Chuprunov, A. N.

в: Journal of Mathematical Sciences , Том 145, № 2, 08.2007, стр. 4900-4913.

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

Harvard

Rusakov, OV & Chuprunov, AN 2007, 'Limit theorems for a nonhomogeneous Ornstein-Uhlenbeck process', Journal of Mathematical Sciences , Том. 145, № 2, стр. 4900-4913. https://doi.org/10.1007/s10958-007-0324-x

APA

Rusakov, O. V., & Chuprunov, A. N. (2007). Limit theorems for a nonhomogeneous Ornstein-Uhlenbeck process. Journal of Mathematical Sciences , 145(2), 4900-4913. https://doi.org/10.1007/s10958-007-0324-x

Vancouver

Rusakov OV, Chuprunov AN. Limit theorems for a nonhomogeneous Ornstein-Uhlenbeck process. Journal of Mathematical Sciences . 2007 Авг.;145(2):4900-4913. https://doi.org/10.1007/s10958-007-0324-x

Author

Rusakov, O. V. ; Chuprunov, A. N. / Limit theorems for a nonhomogeneous Ornstein-Uhlenbeck process. в: Journal of Mathematical Sciences . 2007 ; Том 145, № 2. стр. 4900-4913.

BibTeX

@article{e9c023e1fa014a46a9f7503decf947bd,
title = "Limit theorems for a nonhomogeneous Ornstein-Uhlenbeck process",
abstract = "We describe a construction of a summation scheme with replacements of random variables. As the limit, we obtain a time nonhomogeneous generalization of the Ornstein-Uhlenbeck process. This generalization is described by a transform of Lamperti type in which an arbitrary continuous monotone function is used instead of the exponential one. Bibliography: 16 titles.",
author = "Rusakov, {O. V.} and Chuprunov, {A. N.}",
note = "Funding Information: This research was supported by the Program “Leading Scientific Schools” (project 4222.2006.1). Copyright: Copyright 2007 Elsevier B.V., All rights reserved.",
year = "2007",
month = aug,
doi = "10.1007/s10958-007-0324-x",
language = "English",
volume = "145",
pages = "4900--4913",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "2",

}

RIS

TY - JOUR

T1 - Limit theorems for a nonhomogeneous Ornstein-Uhlenbeck process

AU - Rusakov, O. V.

AU - Chuprunov, A. N.

N1 - Funding Information: This research was supported by the Program “Leading Scientific Schools” (project 4222.2006.1). Copyright: Copyright 2007 Elsevier B.V., All rights reserved.

PY - 2007/8

Y1 - 2007/8

N2 - We describe a construction of a summation scheme with replacements of random variables. As the limit, we obtain a time nonhomogeneous generalization of the Ornstein-Uhlenbeck process. This generalization is described by a transform of Lamperti type in which an arbitrary continuous monotone function is used instead of the exponential one. Bibliography: 16 titles.

AB - We describe a construction of a summation scheme with replacements of random variables. As the limit, we obtain a time nonhomogeneous generalization of the Ornstein-Uhlenbeck process. This generalization is described by a transform of Lamperti type in which an arbitrary continuous monotone function is used instead of the exponential one. Bibliography: 16 titles.

UR - http://www.scopus.com/inward/record.url?scp=34547666810&partnerID=8YFLogxK

U2 - 10.1007/s10958-007-0324-x

DO - 10.1007/s10958-007-0324-x

M3 - Article

AN - SCOPUS:34547666810

VL - 145

SP - 4900

EP - 4913

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 2

ER -

ID: 75124999