A martingale method for the convergence of a sequence of processes to a jump-diffusion process (Q3207784): 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/10.1007/bf01013317 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1991995257 / rank | |||
Normal rank | |||
Latest revision as of 08:24, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A martingale method for the convergence of a sequence of processes to a jump-diffusion process |
scientific article |
Statements
A martingale method for the convergence of a sequence of processes to a jump-diffusion process (English)
0 references
1980
0 references
martingale method
0 references
convergence of a sequence of process to a jump- diffusion process
0 references
weak convergence
0 references
0 references
