An extension to the Wiener space of the arbitrary functions principle

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dc.creatorBouleau, Nicolas
dc.date2006-10-17
dc.date.accessioned2026-07-07T07:39:46Z
dc.date.available2026-07-07T07:39:46Z
dc.descriptionThe arbitrary functions principle says that the fractional part of $nX$ converges stably to an independent random variable uniformly distributed on the unit interval, as soon as the random variable $X$ possesses a density or a characteristic function vanishing at infinity. We prove a similar property for random variables defined on the Wiener space when the stochastic measure $dB\_s$ is crumpled on itself.
dc.identifierhttps://arxiv.org/abs/math/0610509
dc.identifierhttp://arxiv.org/abs/math/0610509
dc.identifierComptes rendus de l'académie des sciences, Mathématiques 343 (2006) 329-332
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/121574
dc.subjectProbability
dc.subject31C25 60H07
dc.titleAn extension to the Wiener space of the arbitrary functions principle
dc.typetext

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