An extension to the Wiener space of the arbitrary functions principle
Résumé
The 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.
Domaines
Probabilités [math.PR]
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