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

DOI10.1007/BF00970841zbMath0721.60061MaRDI QIDQ2641004

Kęstutis Kubilius

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1007/bf00970841

zbMATH Keywords

rate of convergence; diffusion process; Lévy-Prokhorov distance; distributions of semimartingales; predictable characteristics of semimartingales

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G48: Generalizations of martingales

60J60: Diffusion processes

Cites Work

• Distances of Probability Measures and Random Variables
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