scholarly journals Limit behavior for Wishart matrices with Skorohod integrals

Author(s):  
Charles-Philippe Diez ◽  
Ciprian A. Tudor
1994 ◽  
Vol 1 (3) ◽  
pp. 315-323
Author(s):  
František Neuman

Abstract A classification of classes of equivalent linear differential equations with respect to ω-limit sets of their canonical representatives is introduced. Some consequences of this classification to the oscillatory behavior of solution spaces are presented.


1995 ◽  
Vol 32 (2) ◽  
pp. 375-395 ◽  
Author(s):  
Lajos Takács

This paper is concerned with the distibutions and the moments of the area and the local time of a random walk, called the Bernoulli meander. The limit behavior of the distributions and the moments is determined in the case where the number of steps in the random walk tends to infinity. The results of this paper yield explicit formulas for the distributions and the moments of the area and the local time for the Brownian meander.


1997 ◽  
Vol 9 (4) ◽  
pp. 876-882 ◽  
Author(s):  
Koji Ohkitani ◽  
Michio Yamada

2009 ◽  
Vol 45 (11) ◽  
pp. 1564-1576 ◽  
Author(s):  
A. S. Bratus’ ◽  
E. N. Lukasheva
Keyword(s):  

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