Trajectorial Fluctuations Of Cox Systems Of Independent Motions

Tomasz Bojdecki and Luis G. Gorostiza
Additional contact information
Tomasz Bojdecki: University of Warsaw, Poland
Luis G. Gorostiza: Centro de Investigacion y de Estudios Avanzados, Mexico

No lrsp-TRS349, RePAd Working Paper Series from Département des sciences administratives, UQO

Abstract: We obtain high-density fluctuation limits for trajectories of the motions in Cox systems of independent motions in "Rd". The motions are quite general; they include a large class of diffusions, Brownmian bridges and fractional Brownian motions. The limits take values ina space of distributions on Wiener space and in general are non-Gaussian.

Keywords: Infinite particle system; Cox measure; trajectorial fluctuation; distribution on Wiener space; non-Gaussian random distribution; time-localization. (search for similar items in EconPapers)
JEL-codes: C10 C40 (search for similar items in EconPapers)
Date: Written 2000-01-01

Downloads: (external link)
http://www.repad.org/ca/on/lrsp/TRS349.pdf First version, 2000 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Access Statistics for this paper

More papers in RePAd Working Paper Series from Département des sciences administratives, UQO
Contact information at EDIRC.
Series data maintained by Christian Calmes ().