A CONTINUOUS TIME KRONECKER'S LEMMA AND MARTINGALE CONVERGENCE
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Publication:2746377
DOI10.1081/SAP-100002020zbMath0990.60045WikidataQ124840505 ScholiaQ124840505MaRDI QIDQ2746377
Publication date: 1 August 2002
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Related Items (3)
Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time ⋮ A general drift estimation procedure for stochastic differential equations with additive fractional noise ⋮ Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions
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