Diffusion approximations of some stochastic differential equations. II

zbMath0571.60074MaRDI QIDQ1061419

Hisao Watanabe

Publication date: 1984

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

diffusion approximationstrongly mixing

Mathematics Subject Classification ID

Random fields (60G60) Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes (60J60)

Related Items (2)

Weak convergence of a sequence of stochastic difference equations to a stochastic ordinary differential equation ⋮ Diffusion approximations of some stochastic difference equations revisited

This page was built for publication: Diffusion approximations of some stochastic differential equations. II