A martingale method for the convergence of a sequence of processes to a jump-diffusion process
- 1 June 1980
- journal article
- research article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 53 (2) , 207-219
- https://doi.org/10.1007/bf01013317
Abstract
No abstract availableKeywords
This publication has 11 references indexed in Scilit:
- Approximation of solutions to differential equations with random inputs by diffusion processesPublished by Springer Nature ,2005
- Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand SidesSIAM Journal on Control and Optimization, 1979
- Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. ISIAM Journal on Applied Mathematics, 1978
- Semigroups of Conditioned Shifts and Approximation of Markov ProcessesThe Annals of Probability, 1975
- Asymptotic theory of mixing stochastic ordinary differential equationsCommunications on Pure and Applied Mathematics, 1974
- A general theorem on the convergence of operator semigroupsTransactions of the American Mathematical Society, 1970
- Extensions of Trotter's operator semigroup approximation theoremsJournal of Functional Analysis, 1969
- Diffusion processes with continuous coefficients, ICommunications on Pure and Applied Mathematics, 1969
- A Limit Theorem for the Solutions of Differential Equations with Random Right-Hand SidesTheory of Probability and Its Applications, 1966
- On Stochastic Processes Defined by Differential Equations with a Small ParameterTheory of Probability and Its Applications, 1966