getdoc3139. 193KB Jun 04 2011 12:04:13 AM
Teks penuh
Garis besar
Dokumen terkait
Many random spatial measures can be described in these terms, and general limit theorems, including laws of large numbers, central limit theorems, and large deviation principles,
We prove an almost sure limit theorem on the exact convergence rate of the maximum of standardized gaussian random walk increments.. On a conjecture of R´
In the dependent case, the limit N may not be a Poisson process, but belongs to the class of infinitely divisible point processes (under generally weak assumptions).. This
Weak convergence results for option values and their associated trading strategies have so far been established in the context of complete market models, where unambiguous pricing
In particular, on the space P (ID) of laws of stochastic processes with trajectories in ID the topology S induces a sequential topology for which both the direct and the
backward stochastic differential equation (BSDE), stability of BSDEs, weak convergence of filtrations,
Key words: Weak convergence, Bernoulli random walks, Brownian meander, bridge, ex- cursion, peaks.... } be the set of
To justify the study of the dynamic of prolongations of flows, we consider the Lie algebra χ ( R n ) of vector fields on R n endowed with the weak topology, which is the topology of
