Extended convergence of dirichlet processes

DOI10.1080/17442509808834174zbMath0917.60076OpenAlexW2001638220MaRDI QIDQ4236076

Andrzej Rozkosz, Leszek Slominski

Publication date: 22 March 1999

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509808834174

zbMATH Keywords

diffusionweak convergenceDirichlet processextended convergencedivergence form operator

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem ⋮ Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics ⋮ Stochastic differential equations driven by processes generated by divergence form operators II: convergence results ⋮ A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE.

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