On the convergence of stochastic integrals driven by processes converging on account of a homogenization property
type: Item
instance of: scholarly article
title: On the convergence of stochastic integrals driven by processes converging on account of a homogenization property
zbMATH Open document ID: 1007.60018
author: Antoine Lejay
published in: Electronic Journal of Probability
publication date: 2003-02-13T00:00:00Z
full work available at URL: https://eudml.org/doc/122455
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60K40
zbMATH DE Number: 1868597
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: good sequence of semimartingales
zbMATH Keywords: conditions UT and UCV
zbMATH Keywords: Lévy area
MaRDI profile type: Publication
DOI: 10.1214/EJP.V7-117
description: scientific article; zbMATH DE number 1868597