Law of large numbers and central limit theorem for Donsker's delta function of diffusions I |
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| Authors: | J. Potthoff P. Sundar |
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| Affiliation: | (1) Lehrstuhl für Mathematik V, Universität Mannheim, Mannheim, Germany;(2) Department of Mathematics, Louisiana State University, Baton Rouge, USA;(3) Department of Mathematics, Louisiana State University, Baton Rouge, USA |
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| Abstract: | 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 Itô equations.Supported by National Science Foundation under grant DMS-9001859.Supported by the Louisiana Education Quality Support Fund under grant (91–93) RD-A-08.Supported by the Council on Research of Louisiana State University. |
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| Keywords: | 60H07 60G20 60G50 60F05 |
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