Rate of convergence of transport processes with an application to stochastic differential equations (Q1093990): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of convergence of transport processes with an application to stochastic differential equations |
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Rate of convergence of transport processes with an application to stochastic differential equations (English)
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1988
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We obtain a rate of convergence of uniform transport processes to Brownian motion, which we apply to the Wong and Zakai approximation of stochastic integrals [\textit{E. Wong} and \textit{M. Zakai}, Ann. Math. Stat. 36, 1560-1564 (1965; Zbl 0138.112) and Z. Wahrscheinlichkeitstheor. Verw. Geb. 12, 87-97 (1969; Zbl 0185.444)].
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rate of convergence of uniform transport processes
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Wong and Zakai approximation of stochastic integrals
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