Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I
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Publication:2641003
The author investigates the rate of convergence of distributions of semimartingales to the distribution of a diffusion process with jumps. He gives estimates between the finite-dimensional distributions of these processes as well as estimates of the Lévy-Prokhorov distance of the corresponding distributions. These results are formulated in terms of the predictable characteristics of semimartingales. [For part II see the following review Zbl 0721.60061]
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Cited in
(9)- Rate of convergence in the functional central limit theorem for semimartingales
- On the rate of convergence of the diffusion approximations
- Estimate of the rate of convergence of the Ornstein-Uhlenbeck process with jumps to ergodic distribution
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- Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale
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