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

DOI10.1007/BF00970841MaRDI QIDQ2641004zbMATH 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/bf00970841

zbMATH Keywords

diffusion processdistributions of semimartingalesLévy-Prokhorov distancepredictable characteristics of semimartingalesrate of convergence

Mathematics Subject Classification ID

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

Review text

This article contains the proofs of results stated in the first part (see the paper reviewed above Zbl 0721.60061).

Cites work

• Distances of Probability Measures and Random Variables
• scientific article; zbMATH DE number 3262637 (Why is no real title available?)

Cited in

(3)

• 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
• scientific article; zbMATH DE number 6611139 (Why is no real title available?)

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