利用 发表于 2025-3-25 06:20:13
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Rebecca L. Bakal,Monica R. McLemorethe one for the unnormalized functionals ..(.,.) is in Sect. 5.1, whereas Sects. 5.2 and 5.3 provide the ones for the normalized functionals .′.(.,.). In both cases, . needs to be an Itô semimartingale, and only regular discretization schemes are considered..Section 5.4 contains the Central Limit ThCapitulate 发表于 2025-3-25 11:42:26
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Robert Vale,Brenda Vale,Tran Thuc Handerlying process .. This covers two different situations: . In Sects. 8.2 and 8.3 the Laws of Large Numbers for the unnormalized functionals are presented, for a fixed number . or an increasing number .. of increments, respectively: the methods and results are deeply different in the two cases. In c有组织 发表于 2025-3-26 01:13:58
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https://doi.org/10.1007/978-981-99-8842-6e now . for a function . on .×ℝ.×ℝ., where . is the dimension of ., and it is the same for the normalized functional upon dividing the increment by ...Sections 10.1 and 10.2 are devoted to unnormalized functionals, in two situations: first we treat the case for a “general” test function ., satisfyinneoplasm 发表于 2025-3-26 11:48:59
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Reference work 2020Latest editionand ....→0..In this setting, the Central Limit Theorems are considerably more difficult to prove, and the rate of convergence becomes . instead of .. Unnormalized and normalized functionals are studied in Sects. 12.1 and 12.2, respectively..No specific application is given in this chapter, but it isSpangle 发表于 2025-3-26 17:49:01
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