Rate of convergence of distributions of semimartingales to the distribution of a diffusion process with jumps. II

DOI10.1007/BF00970841zbMath0721.60061OpenAlexW4238908147MaRDI QIDQ2641004

Kęstutis Kubilius

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1007/bf00970841

zbMATH Keywords

rate of convergencediffusion processLévy-Prokhorov distancedistributions of semimartingalespredictable characteristics of semimartingales

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Diffusion processes (60J60)

Cites Work

• Distances of Probability Measures and Random Variables
• Unnamed Item

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