Condition UT et stabilité en loi des solutions d’équations différentielles stochastiques
- 1 January 1991
- book chapter
- Published by Springer Nature in Lecture Notes in Mathematics
- p. 162-177
- https://doi.org/10.1007/bfb0100855
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- Weak Limit Theorems for Stochastic Integrals and Stochastic Differential EquationsThe Annals of Probability, 1991
- Stability of strong solutions of stochastic differential equationsStochastic Processes and their Applications, 1989
- Convergence en loi des suites d'intégrales stochastiques sur l'espace $$\mathbb{D}$$ 1 de SkorokhodProbability Theory and Related Fields, 1989
- Weak Convergence of the Variations, Iterated Integrals and Doleans-Dade Exponentials of Sequences of SemimartingalesThe Annals of Probability, 1988
- Limit Theorems for Stochastic ProcessesPublished by Springer Nature ,1987
- A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problemsStochastic Processes and their Applications, 1986
- Martingale difference arrays and stochastic integralsProbability Theory and Related Fields, 1986
- A stability theorem for stochastic differential equations and application to stochastic control problemsStochastics, 1984