Weak convergence of a sequence of semimartingales to a diffusion with discontinuous drift and diffusion coefficients
type: Item
instance of: scholarly article
title: Weak convergence of a sequence of semimartingales to a diffusion with discontinuous drift and diffusion coefficients
zbMATH Open document ID: 1037.60041
DOI: 10.1023/A:1020105004865
author: Yi-Ju Chao
published in: Queueing Systems
publication date: 2002-12-15T00:00:00Z
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 1845410
zbMATH Keywords: semimartingale
zbMATH Keywords: diffusion
zbMATH Keywords: weak convergence
zbMATH Keywords: discontinuous drift
zbMATH Keywords: discontinuous variance
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1845410