Tightness of probability measures in D([0,T];C) and D([0,T];D)
From MaRDI portal
Publication:1084739
DOI10.2969/jmsj/03820309zbMath0606.60007OpenAlexW2094772606MaRDI QIDQ1084739
Publication date: 1986
Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2969/jmsj/03820309
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Convergence of probability measures (60B10)
Related Items
Weak convergence of a sequence of stochastic difference equations to a stochastic ordinary differential equation, Central limit theorems for stochastic wave equations in dimensions one and two