A limit theorem for solutions of some functional stochastic difference equations

J. Math. Sci. Univ. Tokyo
Vol. 12 (2005), No. 2, Page 233--288.

Kato, Takashi
A limit theorem for solutions of some functional stochastic difference equations
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Abstract:
In this paper, we study a limit theorem for solutions of some functional stochastic difference equations under strong mixing conditions and some dimensional conditions. This work is an extension of the work of Hisao Watanabe.

Mathematics Subject Classification (1991): Primary 60F05 ; Secondary 60B10, 39A12
Mathematical Reviews Number: MR2150738

Received: 2005-02-14