On the rate of convergence of the diffusion approximations
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Publication:1324860
DOI10.1007/BF02450420zbMath0796.60065MaRDI QIDQ1324860
Publication date: 19 July 1994
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Limit theorems in probability theory (60F99)
Cites Work
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- Reflected Brownian motion on an orthant
- Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I
- Preservation of rates of convergence under mappings
- Open Queueing Networks in Heavy Traffic
- Heavy Traffic Limit Theorems for Queues: A Survey
- La variation d'ordre p des semi-martingales
- The Existence of Probability Measures with Given Marginals
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