A Note on the Convergence of Integral Functionals of Diffusion Processes. An Application to Strong Convergence
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Publication:4295299
DOI10.1002/mana.19931610121zbMath0795.60048MaRDI QIDQ4295299
Wolfgang M. Schmidt, Friedrich Liese
Publication date: 9 June 1994
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.19931610121
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60F15: Strong limit theorems
60J60: Diffusion processes
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