A martingale method for the convergence of a sequence of processes to a jump-diffusion process
暂无分享,去创建一个
[1] R. Has’minskiĭ. On Stochastic Processes Defined by Differential Equations with a Small Parameter , 1966 .
[2] R. Khas'minskii. A Limit Theorem for the Solutions of Differential Equations with Random Right-Hand Sides , 1966 .
[3] S. Varadhan,et al. Diffusion processes with continuous coefficients, I , 1969 .
[4] Thomas G. Kurtz,et al. Extensions of Trotter's operator semigroup approximation theorems , 1969 .
[5] T. Kurtz. A general theorem on the convergence of operator semigroups , 1970 .
[6] S. Varadhan,et al. Diffusion processes with boundary conditions , 1971 .
[7] Thomas G. Kurtz,et al. Semigroups of Conditioned Shifts and Approximation of Markov Processes , 1975 .
[8] A. Borodin,et al. A limit theorem for solutions of di erential equations with random right-hand side , 1978 .
[9] G. Papanicolaou,et al. Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I , 1978 .
[10] Harold J. Kushner,et al. Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides, , 1979 .
[11] Harold J. Kushner,et al. Approximation of solutions to differential equations with random inputs by diffusion processes , 1979 .