scientific article; zbMATH DE number 933352

MaRDI QIDQ4895006zbMATH OpenFDO

Authors Thomas G. Kurtz, Philip Protter

Publication date 25 May 1997

zbMATH Keywords

weak convergencenumerical analysisstochastic differential equationsstochastic integralsSkorokhod topologyuniform tightness

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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• Convergence at first and second order of some approximations of stochastic integrals
• Multiscale analysis of semilinear damped stochastic wave equations

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