Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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ON THE SQUARE OF BROWNIAN DENSITY PROCESS

  • Published : 1997.08.01
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Abstract

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 $D_{S'(R^d)}[0,1]$.

Keywords

References

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