Convergence of exit times for diffusion processes
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- Convergence of solutions and their exit times in diffusion models with jumps
- Convergence of hitting times in diffusion models with jumps and non-Lipschitz diffusion
- Convergence of diffusion processes. II
- Limit theorems for diffusion-type processes in \(R^ m\)
- scientific article; zbMATH DE number 3868359
Cites work
- scientific article; zbMATH DE number 3915290 (Why is no real title available?)
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 3383329 (Why is no real title available?)
- Optimal Stopping for Partial Sums
- Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion
- Sur l'approximation des solutions d'�quations diff�rentielles stochastiques
Cited in
(7)- Convergence of time changed skew product diffusion processes
- Convergence of solutions and their exit times in diffusion models with jumps
- Convergence of hitting times in diffusion models with jumps and non-Lipschitz diffusion
- Convergence of hitting times for jump-diffusion processes
- Exponential convergence of coupled diffusion processes
- Diffusions, exit time moments and Weierstrass theorems
- Reducing exit-times of diffusions with repulsive interactions
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