A Note on the Convergence of Integral Functionals of Diffusion Processes. An Application to Strong Convergence

DOI10.1002/MANA.19931610121MaRDI QIDQ4295299zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

diffusion processesstrong convergence of distributions

Mathematics Subject Classification ID

Diffusion processes (60J60) Strong limit theorems (60F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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