On diffusion approximation with discountinuous coefficients.

DOI10.1016/S0304-4149(02)00181-3zbMath1075.60558arXivmath/0204289MaRDI QIDQ2574527

Robert Sh. Liptser, Nicolai V. Krylov

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0204289

zbMATH Keywords

weak convergencestochastic differential equations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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