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On weak convergence of functionals of stochastic processes with continuously differentiable paths
Authors:A A Rusakov  O V Seleznev
Abstract:We obtain a criterion for weak convergence of a sequence of stochastic processesxgr n(t), t isin 0, 1],n isinN,xgr n(t) isinR m in the spaceC m k 0, 1] of continuously differentiable functions. We consider several examples of weakly convergent sequences of stochastic processes inC m k 0, 1] and several integer functionals defined on these random variables.Translated fromTeoriya Sluchainykh Protsessov, Vol. 15, pp. 85–90, 1987.
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