On the Convergence to Diffusion Processes

DOI10.1137/1112052MaRDI QIDQ5674747zbMATH OpenOpenAlexFDO

Authors A. A. Borovkov

Publication date 1967

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1112052

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Stationary stochastic processes (60G10) Diffusion processes (60J60)

Cited in

(3)

• Weak convergence inapplied probability
• On the transition from a Markov chain to a continuous time process
• Theorems on the convergence to Markov diffusion processes

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