WEAK-CONVERGENCE OF SEMIMARTINGALES AND DISCRETIZATION METHODS

被引：10

作者：

PLATEN, E

REBOLLEDO, R

机构：

[1] CATHOLIC UNIV CHILE,FAC MATEMAT,SANTIAGO,CHILE

[2] DRESDEN TECHNOL UNIV,DRESDEN,GER DEM REP

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1985年 / 20卷 / 01期

关键词：

D O I：

10.1016/0304-4149(85)90016-X

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：41 / 58

页数：18

共 50 条

[1] WEAK-CONVERGENCE OF SEMIMARTINGALES
KUBILIUS, K
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1983, 27 (02) : 433 - 434
[2] WEAK-CONVERGENCE OF STOCHASTIC INTEGRALS WITH RESPECT TO SEMIMARTINGALES
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[J]. RUSSIAN MATHEMATICAL SURVEYS, 1986, 41 (05) : 155 - 156
[3] WEAK-CONVERGENCE OF A SEQUENCE OF SEMIMARTINGALES TO A PROCESS OF DIFFUSION TYPE
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[J]. MATHEMATICS OF THE USSR-SBORNIK, 1983, 121 (1-2): : 171 - 195
[4] ON THE PROBLEM OF WEAK-CONVERGENCE OF A SEQUENCE OF SEMIMARTINGALES TO A PROCESS OF DIFFUSION TYPE
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[J]. RUSSIAN MATHEMATICAL SURVEYS, 1983, 38 (05) : 135 - 136
[5] WEAK-CONVERGENCE OF SEQUENCES OF SEMIMARTINGALES WITH APPLICATIONS TO MULTITYPE BRANCHING-PROCESSES
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[J]. ADVANCES IN APPLIED PROBABILITY, 1986, 18 (01) : 20 - 65
[6] DISCRETIZATION AND WEAK-CONVERGENCE IN MARKOV DECISION DRIFT PROCESSES
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[J]. MATHEMATICS OF OPERATIONS RESEARCH, 1984, 9 (01) : 112 - 141
[7] Weak-convergence methods for Hamiltonian multiscale problems
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[J]. DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2008, 20 (01) : 53 - 79
[8] ON WEAK-CONVERGENCE OF SEMIMARTINGALES TO STOCHASTICALLY CONTINUOUS-PROCESSES WITH INDEPENDENT AND CONDITIONALLY INDEPENDENT INCREMENTS
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[J]. MATHEMATICS OF THE USSR-SBORNIK, 1981, 116 (03): : 299 - 323
[9] WEAK-CONVERGENCE OF THE VARIATIONS, ITERATED INTEGRALS AND DOLEANS-DADE EXPONENTIALS OF SEQUENCES OF SEMIMARTINGALES
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[J]. ANNALS OF PROBABILITY, 1988, 16 (01): : 246 - 250
[10] APPROACHES TO WEAK-CONVERGENCE
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[J]. LECTURE NOTES IN MATHEMATICS, 1984, 1091 : 173 - 183

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