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

DOI10.1007/BF00966458zbMATH Open0721.60060OpenAlexW2079299338MaRDI QIDQ2641003FDOQ2641003

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

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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)

Cites Work

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• An exact rate of convergence in the functional central limit theorem for special martingale difference arrays
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• Ideal Metrics in the Problem of Approximating Distributions of Sums of Independent Random Variables
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• Rate of convergence in the functional central limit theorem for semimartingales
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• On normal approximation of a process with independent increments

Cited In (8)

• On the rate of convergence of the diffusion approximations
• Une evaluation de la distance entre les lois d'une semimartingale et d'un processus a accroisseivients independants
• Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale
• Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimate of the rate of convergence of the Ornstein-Uhlenbeck process with jumps to ergodic distribution
• Rate of convergence in the functional central limit theorem for semimartingales

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