Trajectorial Fluctuations Of Cox Systems Of Independent Motions

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.

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Year of publication:	2000-01-01
Authors:	Bojdecki, Tomasz ; Gorostiza, Luis G.
Institutions:	Départment des sciences administratives, Université du Québec en Outaouais (UQO)
Subject:	Infinite particle system \| Cox measure \| trajectorial fluctuation \| distribution on Wiener space \| non-Gaussian random distribution \| time-localization

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Extent:	application/pdf
Series:	RePAd Working Paper Series.
Type of publication:	Book / Working Paper
Notes:	Number lrsp-TRS349 17 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C40 - Econometric and Statistical Methods: Special Topics. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010837012