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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:
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