Tomasz Bojdecki (University of Warsaw, Poland) Luis G. Gorostiza (Centro de Investigacion y de Estudios Avanzados, Mexico)
Abstract
We obtain high-density fluctuation limits for trajectories of the motions in Cox systems of independent motions in "Rd". The motions are quite general; they include a large class of diffusions, Brownmian bridges and fractional Brownian motions. The limits take values ina space of distributions on Wiener space and in general are non-Gaussian.
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Publisher Info
Paper provided by Département des sciences administratives, UQO in its series RePAd Working Paper Series with number
lrsp-TRS349.
Length: 17 pages Date of creation: 01 Jan 2000 Date of revision: Handle: RePEc:pqs:wpaper:0042005
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Find related papers by JEL classification: C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General