Limit distributions for the error in approximations of stochastic integrals
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Publication:1137320
DOI10.1214/aop/1176994774zbMath0428.60068OpenAlexW2008796909MaRDI QIDQ1137320
Publication date: 1980
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994774
approximations of stochastic integralsfluctuations of approximation errorstability in the sense of Renyi
Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Convergence of probability measures (60B10)
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