On the asymptotic behaviour of functionals of some semimartingales

DOI10.1016/0167-7152(92)90175-5zbMath0765.60040OpenAlexW2031609360MaRDI QIDQ1202301

Youssef Ouknine

Publication date: 22 February 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90175-5

zbMATH Keywords

continuous local semimartingalesfunctionals of the semimartingales

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48)

Cites Work

• Ergodic solutions of stochastic differential equations
• Unnamed Item

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