On the rate of convergence of the diffusion approximations

DOI10.1007/BF02450420zbMath0796.60065MaRDI QIDQ1324860

Kęstutis Kubilius

Publication date: 19 July 1994

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

zbMATH Keywords

Lévy-Prokhorov distancequeueing network model

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Limit theorems in probability theory (60F99)

Cites Work

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• Reflected Brownian motion on an orthant
• Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I
• Preservation of rates of convergence under mappings
• Open Queueing Networks in Heavy Traffic
• Heavy Traffic Limit Theorems for Queues: A Survey
• La variation d'ordre p des semi-martingales
• The Existence of Probability Measures with Given Marginals

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