Invariance principles for stochastic area and related stochastic integrals

Svante Janson and Michael J. Wichura

Stochastic Processes and their Applications, 1984, vol. 16, issue 1, 71-84

Abstract: Given an antisymmetric kernel K (K(z, z') = -K(z', z)) and i.i.d. random variates Zn, n[greater-or-equal, slanted]1, such that EK2(Z1, Z2)

Keywords: stochastic; integral; invariance; principle; stochastic; area; antisymmetric; kernel (search for similar items in EconPapers)
Date: 1984
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