Rate of convergence of transport processes with an application to stochastic differential equations
type: Item
instance of: scholarly article
title: Rate of convergence of transport processes with an application to stochastic differential equations
zbMATH Open document ID: 0629.60042
DOI: 10.1007/BF00334201
author: Lajos Horváth
author: Miklós Csörgo
publication date: 1988-01-01T00:00:00Z
review text: We obtain a rate of convergence of uniform transport processes to Brownian motion, which we apply to the Wong and Zakai approximation of stochastic integrals [\textit{E. Wong} and \textit{M. Zakai}, Ann. Math. Stat. 36, 1560-1564 (1965; Zbl 0138.112) and Z. Wahrscheinlichkeitstheor. Verw. Geb. 12, 87-97 (1969; Zbl 0185.444)].
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 4024415
zbMATH Keywords: rate of convergence of uniform transport processes
zbMATH Keywords: Wong and Zakai approximation of stochastic integrals
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf00334201
OpenAlex ID: W2072793961
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4024415