Abstract
Let Ξ be a measure valued diffusion process. We establish conditions under which Ξ (t)/tb, 1 ≤ b < ∞, converges to a random measure.
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© 1988 Academia, Publishing House of the Czechoslovak Academy of Sciences, Prague
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Rosenkranz, G. (1988). A Limit Theorem for Measure Valued Diffusion Processes. In: Transactions of the Tenth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes. Transactions of the Tenth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes, vol 10A-B. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-9913-4_32
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DOI: https://doi.org/10.1007/978-94-010-9913-4_32
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-9915-8
Online ISBN: 978-94-010-9913-4
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