On the convergence of stochastic integrals driven by processes converging on account of a homogenization property (Q1858665)
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scientific article; zbMATH DE number 1868597
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| English | On the convergence of stochastic integrals driven by processes converging on account of a homogenization property |
scientific article; zbMATH DE number 1868597 |
Statements
On the convergence of stochastic integrals driven by processes converging on account of a homogenization property (English)
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13 February 2003
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stochastic differential equations
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good sequence of semimartingales
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conditions UT and UCV
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Lévy area
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0.8688689470291138
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0.8033139109611511
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0.7978459596633911
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