In this paper, we study a limit theorem for solutions of some functional stochastic difference equations under strong mixing conditions and some dimensional conditions. This work is an extension of the work of Hisao Watanabe.
雑誌名
Journal of mathematical sciences, the University of Tokyo
巻
12
号
2
ページ
233 - 288
発行年
2005-07-06
ISSN
13405705
書誌レコードID
AA11021653
フォーマット
application/pdf
日本十進分類法
415
Mathematical Reviews Number
MR2150738
Mathmatical Subject Classification
60F05(MSC1991)
60B10(MSC1991)
39A12(MSC1991)
出版者
Graduate School of Mathematical Sciences, The University of Tokyo
A limit theorem for solutions of some functional stochastic difference equations
jms120205.pdf
(340.4KB)
