Ikeda-Nakao-Yamato-type approximations (Q803645): Difference between revisions

\textit{N. Ikeda}, \textit{S. Nakao} and \textit{Y. Yamato} [Publ. Res. Inst. Math. Sci., Kyoto Univ. 13, No.1, 285-300 (1977; Zbl 0391.60055)] introduced a wide class of piecewise smooth approximations of a multidimensional Brownian motion. For this class they proved approximation theorems for stochastic integrals and solutions of multidimensional stochastic differential equations. In the paper the result for SDE's is extended in two directions. Arbitrary continuous semimartingales are permitted as differentials and the class is enlarged replacing the assumption of ``invariance with respect to shifts'' by an essentially weaker one.