Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I

DOI10.1007/BF00966458MaRDI QIDQ2641003zbMATH OpenOpenAlexFDO

Authors K. Kubilius

Publication date 1990

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00966458

zbMATH Keywords

rate of convergencediffusion processdistributions of semimartingalespredictable characteristics of semimartingalesLévy-Prokhorov distance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Rate of convergence of distributions of semimartingales to the distribution of a diffusion process with jumps. II
• scientific article; zbMATH DE number 4213143
• scientific article; zbMATH DE number 4078442
• Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps
• On convergence in variation for distributions of solutions of SDE's with jumps
• On the rate of convergence in the central limit theorem for d-dimensional semimartingales
• scientific article; zbMATH DE number 3962877
• scientific article; zbMATH DE number 18817

Cites work

• scientific article; zbMATH DE number 3886829 (Why is no real title available?)
• scientific article; zbMATH DE number 3888631 (Why is no real title available?)
• scientific article; zbMATH DE number 3901738 (Why is no real title available?)
• scientific article; zbMATH DE number 4034749 (Why is no real title available?)
• scientific article; zbMATH DE number 4060413 (Why is no real title available?)
• scientific article; zbMATH DE number 4067970 (Why is no real title available?)
• scientific article; zbMATH DE number 4074052 (Why is no real title available?)
• scientific article; zbMATH DE number 3711100 (Why is no real title available?)
• scientific article; zbMATH DE number 3770681 (Why is no real title available?)
• scientific article; zbMATH DE number 3215022 (Why is no real title available?)
• An exact rate of convergence in the functional central limit theorem for special martingale difference arrays
• Approximation by distributions of sums of conditionally independent random variables
• Diffusion processes associated with L�vy generators
• Ideal Metrics in the Problem of Approximating Distributions of Sums of Independent Random Variables
• On normal approximation of a process with independent increments
• Rate of convergence in the functional central limit theorem for semimartingales

Cited in

(8)

• Rate of convergence in the functional central limit theorem for semimartingales
• Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line
• Une evaluation de la distance entre les lois d'une semimartingale et d'un processus a accroisseivients independants
• On the rate of convergence of the diffusion approximations
• Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale
• Estimate of the rate of convergence of the Ornstein-Uhlenbeck process with jumps to ergodic distribution
• scientific article; zbMATH DE number 18817 (Why is no real title available?)
• scientific article; zbMATH DE number 4078442 (Why is no real title available?)

This page was built for publication: Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2641003)