scientific article; zbMATH DE number 4178227

zbMATH Open0715.60029MaRDI QIDQ3201162FDOQ3201162

Authors: A. A. Antonyan 

Publication date: 1989

Title of this publication is not available (Why is that?)

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zbMATH Keywords

sequence of semimartingalesweak convergence of solutions of stochastic differential equations

Mathematics Subject Classification ID

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

Cited In (16)

• Weak convergence of a sequence of semimartingales to a diffusion with discontinuous drift and diffusion coefficients
• Title not available (Why is that?)
• Weak, strong, and four semigroup solutions of classical stochastic differential equations: an example
• Weak differentiability of solutions to SDEs with semi-monotone drifts
• Title not available (Why is that?)
• Title not available (Why is that?)
• On weak convergence of solutions of one-dimensional stochastic differential equations
• Weak convergence of probability measures of Yosida approximate mild solutions of neutral SPDEs
• A limit theorem for the martingale problem and continuous dependence of the solutions of stochastic differential equations
• Title not available (Why is that?)
• Weak limit theorems for stochastic differential equations driven by martingale measures
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Weak convergence of semimartingales and discretisation methods
• Extended convergence to continuous in probability processes with independent increments

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