Weak convergence of a sequence of semimartingales to a diffusion with discontinuous drift and diffusion coefficients (Q1851018)
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scientific article; zbMATH DE number 1845410
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of a sequence of semimartingales to a diffusion with discontinuous drift and diffusion coefficients |
scientific article; zbMATH DE number 1845410 |
Statements
Weak convergence of a sequence of semimartingales to a diffusion with discontinuous drift and diffusion coefficients (English)
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15 December 2002
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semimartingale
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diffusion
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weak convergence
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discontinuous drift
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discontinuous variance
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