The Limit Distribution of a Singular Sequence of Itô Integrals

Denis Bell

doi:10.1007/978-3-030-83309-1_5

The Limit Distribution of a Singular Sequence of Itô Integrals

Denis Bell

Mathematics and Statistics

Research output: Chapter or Contribution to Book › Chapter

Original language	English
Title of host publication	Progress in Probability
Pages	83-86
Number of pages	4
DOIs	https://doi.org/10.1007/978-3-030-83309-1_5
State	Published - 2021

Publication series

Name	Progress in Probability
Volume	78
ISSN (Print)	1050-6977
ISSN (Electronic)	2297-0428

ASJC Scopus Subject Areas

Statistics and Probability
Applied Mathematics
Mathematical Physics
Mathematics (miscellaneous)

Keywords

Brownian motion
Itô integrals
Limit law

Access to Document

10.1007/978-3-030-83309-1_5

Cite this

@inbook{f1f1b7616dd941359ffdb0c409bd2410,

title = "The Limit Distribution of a Singular Sequence of It{\^o} Integrals",

keywords = "Brownian motion, It{\^o} integrals, Limit law",

author = "Denis Bell",

note = "Publisher Copyright: {\textcopyright} 2021, Springer Nature Switzerland AG.",

year = "2021",

doi = "10.1007/978-3-030-83309-1\_5",

language = "English",

series = "Progress in Probability",

pages = "83--86",

booktitle = "Progress in Probability",

}

TY - CHAP

T1 - The Limit Distribution of a Singular Sequence of Itô Integrals

AU - Bell, Denis

PY - 2021

Y1 - 2021

KW - Brownian motion

KW - Itô integrals

KW - Limit law

UR - https://www.scopus.com/pages/publications/85122439847

UR - https://www.scopus.com/pages/publications/85122439847#tab=citedBy

U2 - 10.1007/978-3-030-83309-1_5

DO - 10.1007/978-3-030-83309-1_5

M3 - Chapter

AN - SCOPUS:85122439847

T3 - Progress in Probability

SP - 83

EP - 86

BT - Progress in Probability

ER -

The Limit Distribution of a Singular Sequence of Itô Integrals

Publication series

ASJC Scopus Subject Areas

Keywords

Access to Document

Other files and links

Fingerprint

Cite this