Weak limit theorems for stochastic integrals and stochastic differential equations
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Publication:1176362
DOI10.1214/aop/1176990334zbMath0742.60053OpenAlexW2040380081MaRDI QIDQ1176362
Thomas G. Kurtz, Philip E. Protter
Publication date: 25 June 1992
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990334
weak convergencestochastic differential equationsSkorokhod topologystochastic integralscadlag processes
Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)
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