Weak convergence of semimartingales and discretisation methods (Q1069555): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of semimartingales and discretisation methods |
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Weak convergence of semimartingales and discretisation methods (English)
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1985
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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.
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weak convergence of special semimartingales
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weak convergence of discrete time approximation schemes
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