Linear rescaling of the stochastic process
Lachout, Petr
Commentationes Mathematicae Universitatis Carolinae, Tome 33 (1992), p. 277-289 / Harvested from Czech Digital Mathematics Library
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Discussion on the limits in distribution of processes $Y$ under joint rescaling of space and time is presented in this paper. The results due to Lamperti (1962), Weissman (1975), Hudson & Mason (1982) and Laha & Rohatgi (1982) are improved here.

Publié le : 1992-01-01
Classification:  60F05,  60G10,  60G18,  60G99,  62E10,  62E20 
@article{118495,
     author = {Petr Lachout},
     title = {Linear rescaling of the stochastic process},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     volume = {33},
     year = {1992},
     pages = {277-289},
     zbl = {0757.60034},
     mrnumber = {1189658},
     language = {en},
     url = {http://dml.mathdoc.fr/item/118495}
}

Lachout, Petr. Linear rescaling of the stochastic process. Commentationes Mathematicae Universitatis Carolinae, Tome 33 (1992) pp. 277-289. http://gdmltest.u-ga.fr/item/118495/

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