J. Korean Math. Soc. 1997; 34(3): 707-717
Printed September 1, 1997
Copyright © The Korean Mathematical Society.
Nhansook Cho
Hansung University
The square of Brownian density process, $Q^\lambda$ is defined where $\lambda$ is a parameter. Applying limit theorems of stochastic integrals w.r.t. martingale measure, we prove a weak limit theorem for $Q^\lambda $ in $D_{\Cal S'(R^d)}[0,1]$.
Keywords: Brownian density process, martingale measure, stochastic integral
MSC numbers: 60J55, 60H15, 60F17
1996; 33(4): 777-791
© 2022. The Korean Mathematical Society. Powered by INFOrang Co., Ltd