Abstract
We show that, in a Banach space, continuous random processes constructed by using solutions of the difference equationX n =A n X n+1+V n , n=1, 2,..., converge in distribution to a solution of the corresponding operator equation.
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 1, pp. 114–117, January, 1995.
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Koval', V.A. Weak invariance principle for solutions of stochastic recurrence equations in a banach space. Ukr Math J 47, 134–137 (1995). https://doi.org/10.1007/BF01058804
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DOI: https://doi.org/10.1007/BF01058804