Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I (Q2641003)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I |
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Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I (English)
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1990
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The author investigates the rate of convergence of distributions of semimartingales to the distribution of a diffusion process with jumps. He gives estimates between the finite-dimensional distributions of these processes as well as estimates of the Lévy-Prokhorov distance of the corresponding distributions. These results are formulated in terms of the predictable characteristics of semimartingales. [For part II see the following review Zbl 0721.60061]
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rate of convergence
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distributions of semimartingales
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diffusion process
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Lévy-Prokhorov distance
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predictable characteristics of semimartingales
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