For families of processes with independent increments ηɛ(t), 0≤t≤T, with frequent small jumps, limit theorems for expectations of the functionals F(ηɛ[0, T]) are proved of the form where diD , are positive numbers, A di are linear integro-differential or differential operators acting on functionals, and some differentiability conditions are imposed on the functional F. The case of power ‘tails’ of the jump distribution is considered.
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机译：对于具有独立增量ηɛ（t），0≤t≤T且具有频繁小跳变的过程族，证明了对函数F（ηɛ [0，T]）的期望的极限定理证明为diD 是正数，A di 是作用于函数的线性积分微分或微分算子，并且函数F带有一些可微性条件。考虑跳跃分布。
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