On the asymptotic behaviour of functionals of some semimartingales (Q1202301)
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scientific article; zbMATH DE number 108822
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic behaviour of functionals of some semimartingales |
scientific article; zbMATH DE number 108822 |
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On the asymptotic behaviour of functionals of some semimartingales (English)
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22 February 1993
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A class of continuous local semimartingales is considered which contains solutions of most usual SDEs. Several asymptotic results for some functionals of the semimartingales are obtained. The conditions are expressed in terms of the squared variation of the driving local martingale.
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continuous local semimartingales
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functionals of the semimartingales
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