Weak convergence of a sequence of semimartingales to a diffusion with discontinuous drift and diffusion coefficients

DOI10.1023/A:1020105004865zbMath1037.60041MaRDI QIDQ1851018

Yi-Ju Chao

Publication date: 15 December 2002

Published in: Queueing Systems (Search for Journal in Brave)

zbMATH Keywords

diffusionweak convergencesemimartingalediscontinuous driftdiscontinuous variance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Diffusion processes (60J60)

This page was built for publication: Weak convergence of a sequence of semimartingales to a diffusion with discontinuous drift and diffusion coefficients