Rate of convergence of uniform transport processes to brownian motion and application to stochastic integrals
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Publication:3888238
DOI10.1080/17442508008833152zbMath0444.60025OpenAlexW1993593044MaRDI QIDQ3888238
Richard J. Griego, Louis G. Gorostiza
Publication date: 1980
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508008833152
Strong limit theorems (60F15) Brownian motion (60J65) Special processes (60K99) Transport processes in time-dependent statistical mechanics (82C70) Stochastic integrals (60H05)
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Cites Work
- The Skorokhod representation
- The rate of convergence of a random walk to Brownian motion
- Rate of convergence of an approximate solution of stochastic differential equations
- On the Convergence of Ordinary Integrals to Stochastic Integrals
- Almost Sure Convergence of Uniform Transport Processes to Brownian Motion