Minimal Conditions for Weak Convergence to a Diffusion Process on the Line

• 1 June 1981
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Probability
• Vol. 9  (3) , 429-452
• https://doi.org/10.1214/aop/1176994416

Abstract

Keywords

• CONTINUOUS MAPPING THEOREM
• DIFFUSION PROCESS
• CONDITIONAL EXPECTATION
• CENTRAL LIMIT THEOREM
• WEAK CONVERGENCE