On Lipschitz dependence in systems with differentiated inputs

DOI10.1007/BF01450568zbMath0553.60054MaRDI QIDQ802210

Werner Römisch, Anton Wakolbinger

Publication date: 1985

Published in: Mathematische Annalen (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/164010

zbMATH Keywords

Lipschitz continuitypreservation of convergence ratesSkorokhod-type metrics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

Rate of convergence of transport processes with an application to stochastic differential equations, Simultaneous time and chance discretization for stochastic differential equations, Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures

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