A martingale method for the convergence of a sequence of processes to a jump-diffusion process
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Publication:3207784
DOI10.1007/BF01013317zbMATH Open0417.60009OpenAlexW1991995257MaRDI QIDQ3207784FDOQ3207784
Authors: Harold J. Kushner 
Publication date: 1980
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01013317
Cites Work
- Diffusion processes with boundary conditions
- On Stochastic Processes Defined by Differential Equations with a Small Parameter
- Semigroups of conditioned shifts and approximation of Markov processes
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- Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
- Asymptotic theory of mixing stochastic ordinary differential equations
- Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides
- A General Theorem on the Convergence of Operator Semigroups
- Extensions of Trotter's operator semigroup approximation theorems
- Diffusion processes with continuous coefficients, I
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (7)
- Generalized threshold latent variable model
- Weak convergence and approximations for partial differential equations with stochastic coefficients
- Fluctuations in certain dynamical systems with averaging
- Approximating multiple itô integrals with "band limited" processes
- A differential delay equation with wideband noise perturbations
- Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory
- Diffusion approximations for nonlinear phase locked loop-type systems with wide band inputs
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