scientific article; zbMATH DE number 19574

zbMATH Open0746.60063MaRDI QIDQ3979063FDOQ3979063

Leszek Slominski, Jean Mémin

Publication date: 26 June 1992

Full work available at URL: http://www.numdam.org/item?id=SPS_1991__25__162_0

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zbMATH Keywords

functional limit theoremSkorokhod topologysequence of semimartingalessequence of cadlag processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (25)

• On the convergence of stochastic integrals with respect to \(p\)-semimartingales
• On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients
• Weak solutions of backward stochastic differential equations with continuous generator
• Functional asymptotic behavior of some random multilinear forms
• Mean reflected stochastic differential equations with two constraints
• Asymptotic error distributions for the Euler method for stochastic differential equations
• A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations
• Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison
• On the robustness of backward stochastic differential equations.
• On weak approximations of integrals with respect to fractional Brownian motion
• On reflected Stratonovich stochastic differential equations
• Cointegrated processes with infinite variance innovations
• Penalization methods for the Skorokhod problem and reflecting SDEs with jumps
• The Euler scheme for Lévy driven stochastic differential equations: limit theorems.
• Multivalued monotone stochastic differential equations with jumps
• Backward stochastic differential equations with mean reflection and two constraints
• A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing
• Reflected BSDEs on filtered probability spaces
• Vague convergence of locally integrable martingale measures
• Convergence in various topologies for stochastic integrals driven by semimartingales
• Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes.
• Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process.
• Weak limits of random coefficient autoregressive processes and their application in ruin theory
• A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets
• SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation

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