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Law of large numbers and central limit theorem for Donsker's delta function of diffusions I
Authors
Jürgen Potthoff
Padmanabhan Sundar
Publication date
1 January 1993
Publisher
Abstract
Limit theorems in the space of Hida distributions, similar to the law of large numbers and the central limit theorem, are shown for composites of the Dirac distribution with solutions of one-dimensional, non-degenerate Itô equations
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