Rate of convergence of uniform transport processes to brownian motion and application to stochastic integrals
- 1 January 1980
- journal article
- research article
- Published by Taylor & Francis in Stochastics
- Vol. 3 (1-4) , 291-303
- https://doi.org/10.1080/17442508008833152
Abstract
A rate of convergence of a sequence of uniform transport processes to Brownian motion is derived, and a correspondmg rate for the Wong and Zakai approximation of stochastic integrals is givenKeywords
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