Weak Convergence of Random Processes from Spaces Fψ(Ω).

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. [ABSTRACT FROM AUTHOR]