Weak convergence of semimartingales and discretisation methods
- 1 July 1985
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 20 (1) , 41-58
- https://doi.org/10.1016/0304-4149(85)90016-x
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- La méthode des martingales appliquée à l'étude de la convergence en loi de processusMémoires de la Société mathématique de France, 1979
- Approximations for functionals and optimal control problems on jump diffusion processesJournal of Mathematical Analysis and Applications, 1978
- Stopping Times and TightnessThe Annals of Probability, 1978