An estimate of the rate of convergence of integrals of a family of physical white noises to a family of Wiener processes. The case of sub-exponential mixing.

zbMATH Open1249.60114MaRDI QIDQ2896627

O. Ye. Sosnitskij, B. V. Bondarev

Publication date: 16 July 2012

Published in: Prykladna Statystyka. Aktuarna ta Finansova Matematyka (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationabsolute regularity conditionrate of convergance

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes (62M99)

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