A martingale method for the convergence of a sequence of processes to a jump-diffusion process
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Publication:3207784
DOI10.1007/BF01013317zbMath0417.60009OpenAlexW1991995257MaRDI QIDQ3207784
Publication date: 1980
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01013317
Related Items (7)
Fluctuations in certain dynamical systems with averaging ⋮ Weak convergence and approximations for partial differential equations with stochastic coefficients ⋮ Diffusion approximations for nonlinear phase locked loop-type systems with wide band inputs ⋮ A differential delay equation with wideband noise perturbations ⋮ Generalized threshold latent variable model ⋮ Approximating multiple itô integrals with "band limited" processes ⋮ Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory
Cites Work
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- Semigroups of conditioned shifts and approximation of Markov processes
- Extensions of Trotter's operator semigroup approximation theorems
- Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides
- Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
- Asymptotic theory of mixing stochastic ordinary differential equations
- On Stochastic Processes Defined by Differential Equations with a Small Parameter
- Diffusion processes with continuous coefficients, I
- A General Theorem on the Convergence of Operator Semigroups
- Diffusion processes with boundary conditions
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