Rate of convergence of transport processes with an application to stochastic differential equations

DOI10.1007/BF00334201zbMath0629.60042OpenAlexW2072793961MaRDI QIDQ1093990

Lajos Horváth, Miklós Csörgő

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00334201

zbMATH Keywords

rate of convergence of uniform transport processesWong and Zakai approximation of stochastic integrals

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)

Related Items (9)

Strong approximations of Brownian sheet by uniform transport processes ⋮ A strong convergence to the Rosenblatt process ⋮ On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals ⋮ The complex Brownian motion as a strong limit of processes constructed from a Poisson process ⋮ A strong uniform approximation of fractional Brownian motion by means of transport processes ⋮ Strong limit of processes constructed from a renewal process ⋮ Rate of convergence of uniform transport processes to a Brownian sheet ⋮ Limit distributions of directionally reinforced random walks ⋮ A strong convergence to the tempered fractional Brownian motion

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