scientific article; zbMATH DE number 933357
From MaRDI portal
Publication:4895011
zbMath0862.60042MaRDI QIDQ4895011
Thomas G. Kurtz, Philip E. Protter
Publication date: 25 May 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
weak convergencestochastic differential equationsstochastic integralsuniform tightnesssemimartingale random measures
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Convergence of probability measures (60B10)
Related Items
Evolution equation of a stochastic semigroup with white-noise drift. ⋮ Rescaled voter models converge to super-Brownian motion. ⋮ Particle representations for a class of nonlinear SPDEs ⋮ Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model ⋮ Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales ⋮ Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type ⋮ Particle representations for stochastic partial differential equations with boundary conditions ⋮ Four step scheme for general Markovian forward-backward SDEs ⋮ Singular SDEs with critical non-local and non-symmetric Lévy type generator ⋮ Integrability conditions for space-time stochastic integrals: theory and applications ⋮ Fluctuation analysis for the loss from default ⋮ Conditional distributions, exchangeable particle systems, and stochastic partial differential equations ⋮ Normal approximation of the solution to the stochastic heat equation with Lévy noise ⋮ Fluctuation analysis for particle-based stochastic reaction-diffusion models ⋮ Analytical properties for a stochastic rotating shallow water model under location uncertainty ⋮ Pathwise large deviations for the rough Bergomi model ⋮ A large deviation principle for stochastic integrals ⋮ Brownian cylinders and intersecting branes ⋮ On space-time regularity for the stochastic heat equation on Lie groups ⋮ Stochastic scalar conservation laws ⋮ Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection ⋮ Mean field interaction on random graphs with dynamically changing multi-color edges ⋮ A diffusion approximation for limit order book models ⋮ Two-parameter heavy-traffic limits for infinite-server queues ⋮ Existence and pathwise uniqueness to an SPDE driven by \(\alpha\)-stable colored noise ⋮ On nonlinear stochastic balance laws ⋮ A limit theorem for symmetric statistics of Brownian particles ⋮ Mean field analysis of neural networks: a central limit theorem ⋮ Stochastic integration with respect to cylindrical semimartingales ⋮ On diffusion approximation with discountinuous coefficients. ⋮ Discrete models of coupled dynamic thermoelasticity for stress-temperature formulations. ⋮ Stochastic integration with respect to canonical \(\alpha\)-stable cylindrical Lévy processes ⋮ The microstructure of stochastic volatility models with self-exciting jump dynamics
