✦ LIBER ✦

A martingale method for the convergence of a sequence of processes to a jump-diffusion process

✍ Scribed by Harold J. Kushner

Publisher: Springer
Year: 1980
Tongue: English
Weight: 636 KB
Volume: 53
Category: Article
ISSN: 1432-2064
DOI: 10.1007/bf01013317

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Convergence of one-dimensional diffusion

Convergence of one-dimensional diffusion processes to a jump process related to population genetics

✍ Masaru Iizukah; Yukio Ogura 📂 Article 📅 1991 🏛 Springer 🌐 English ⚖ 865 KB

A conjecture on the convergence of diffusion models in population genetics to a simple Markov chain model is proved. The notion of bi-generalized diffusion processes and their limit theorems are used systematically to prove the conjecture. Three limits; strong selection-weak mutation limit, moderate

Weak convergence to a Markov process: Th

Weak convergence to a Markov process: The martingale approach

✍ Abhay G. Bhatt; Rajeeva L. Karandikar 📂 Article 📅 1993 🏛 Springer 🌐 English ⚖ 691 KB

Stochastic integrals for martingales of

Stochastic integrals for martingales of a jump process with partially accessible jump times

✍ Robert J. Elliott 📂 Article 📅 1976 🏛 Springer 🌐 English ⚖ 505 KB

Weak convergence of random processes to

Weak convergence of random processes to the solution of a martingale problem

✍ R. Morkvenas 📂 Article 📅 1976 🏛 Springer 🌐 English ⚖ 364 KB

Rate of convergence of distributions of

Rate of convergence of distributions of semimartingales to the distribution of a diffusion process with jumps. II

✍ K. Kubilius 📂 Article 📅 1991 🏛 Springer 🌐 English ⚖ 717 KB

Rate of convergence of the distribution

Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I

✍ K. Kubilius 📂 Article 📅 1990 🏛 Springer 🌐 English ⚖ 633 KB