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

DOI10.1002/MANA.19931610121zbMath0795.60048OpenAlexW2088000784MaRDI 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

zbMATH Keywords

diffusion processesstrong convergence of distributions

Mathematics Subject Classification ID

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

Related Items (1)

Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations

Cites Work

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