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On the convergence of Dirichlet processes

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Publication:1304021
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DOI10.2307/3318693zbMath0953.60001OpenAlexW1965024530MaRDI QIDQ1304021

François Coquet, Leszek Slominski

Publication date: 22 January 2001

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1171899320


zbMATH Keywords

Dirichlet processstochastic integralstability theorems


Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)


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A weak version of path-dependent functional Itô calculus ⋮ Weak approximations for Wiener functionals ⋮ On the convergence of stochastic integrals with respect to \(p\)-semimartingales ⋮ Weak and strong discrete-time approximation of fractional SDEs ⋮ The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type. ⋮ Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem ⋮ Nondifferentiable functions of one-dimensional semimartingales ⋮ Stochastic differential equations driven by processes generated by divergence form operators II: convergence results ⋮ Stability results for martingale representations: The general case



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