Publication:4895006
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zbMath0862.60041MaRDI QIDQ4895006
Thomas G. Kurtz, Philip E. Protter
Publication date: 25 May 1997
weak convergence; stochastic differential equations; Skorokhod topology; stochastic integrals; numerical analysis; uniform tightness
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H05: Stochastic integrals
60B10: Convergence of probability measures
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