ON THE SQUARE OF BROWNIAN DENSITY PROCESS

  • 발행 : 1997.08.01

초록

The square of Brownian density process $Q^\lambda$ is defined where $\lambda$ is a parameter. Applying limit theorems of stochastic integrals w.r.t. martingale measure, we prove a weak limit theorem for $Q^\lambda$ in $D_{S'(R^d)}[0,1]$.

키워드

참고문헌

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