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

DOI10.1007/BF00970841zbMATH Open0721.60061OpenAlexW4238908147MaRDI QIDQ2641004FDOQ2641004

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/bf00970841

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

• Title not available (Why is that?)
• Distances of Probability Measures and Random Variables

Cited In (3)

• Title not available (Why is that?)
• Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I
• Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line

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