Weak convergence of semimartingales and discretisation methods (Q1069555): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0304-4149(85)90016-x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2011841246 / rank | |||
Normal rank | |||
Latest revision as of 10:46, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of semimartingales and discretisation methods |
scientific article |
Statements
Weak convergence of semimartingales and discretisation methods (English)
0 references
1985
0 references
Sufficient conditions for weak convergence of special semimartingales are obtained. They are expressed in terms of predictable global characteristics. As an example, weak convergence of discrete time approximation schemes is considered.
0 references
weak convergence of special semimartingales
0 references
weak convergence of discrete time approximation schemes
0 references
0 references
0 references
