Weak limit theorems for stochastic integrals and stochastic differential equations

DOI10.1214/aop/1176990334zbMath0742.60053OpenAlexW2040380081MaRDI QIDQ1176362

Thomas G. Kurtz, Philip E. Protter

Publication date: 25 June 1992

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990334

zbMATH Keywords

weak convergencestochastic differential equationsSkorokhod topologystochastic integralscadlag processes

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)

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