Weak convergence of stochastic processes from spaces $F_\psi(\Omega)$

Abstract

This paper is devoted to the investigation of conditions for the weak convergence in the space C(T) of the stochastic processes from the space F ψ (Ω). Using these conditions the limit theorem for stochastic processes from the space F ψ (Ω) is obtained. This theorem can be utilized for achieving the given approximation accuracy and reliability of integrals depending on parameter by Monte Carlo method.