A limit theorem for the martingale problem and continuous dependence of the solutions of stochastic differential equations

DOI10.1080/17442508608833372zbMath0592.60065OpenAlexW1969623114MaRDI QIDQ3721545

Andrew J. Heunis

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833372

zbMATH Keywords

existence problemweak convergence of measuresdiffusions with unbounded coefficients

Mathematics Subject Classification ID

Diffusion processes (60J60) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

Cites Work

• Topological dynamics of an ordinary differential equation
• On the solutions of certain integral-like operator equations. Existence, uniqueness and dependence theorems
• Continuous Dependence of Solutions of Volterra Integral Equations
• On Square Integrable Martingales
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