Weak invariance principle for solutions of stochastic recurrence equations in a banach space |
| |
Authors: | V. A. Koval' |
| |
Affiliation: | (1) Ternopol' Instrumental Institute, Ternopol' |
| |
Abstract: | We show that, in a Banach space, continuous random processes constructed by using solutions of the difference equationXn=AnXn+1+Vn, n=1, 2,..., converge in distribution to a solution of the corresponding operator equation.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 1, pp. 114–117, January, 1995. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|