Law of large numbers and central limit theorem for Donsker's delta function of diffusions .1.

被引：2

作者：

Potthoff, J ^{[1
]}

Sundar, P ^{[1
]}

机构：

[1] LOUISIANA STATE UNIV,DEPT MATH,BATON ROUGE,LA 70803

来源：

POTENTIAL ANALYSIS | 1996年 / 5卷 / 05期

关键词：

law of large numbers; central limit theorem; Donsker's delta function; white noise analysis; Hida distributions;

D O I：

10.1007/BF00275516

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Limit theorems in the space of Hida distributions, similar to the law of large numbers and the central limit theorem, are shown for composites of the Dirac distribution with solutions of one-dimensional, non-degenerate Ito equations.

引用

页码：487 / 504

页数：18

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