𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Divergence, convergence and moments of some integral functionals of diffusions

✍ Scribed by M. Musiela


Publisher
Springer
Year
1985
Tongue
English
Weight
628 KB
Volume
70
Category
Article
ISSN
1432-2064

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A Note on the Convergence of Integral Fu
✍ F. Liese; W. Schmidt πŸ“‚ Article πŸ“… 1993 πŸ› John Wiley and Sons 🌐 English βš– 268 KB

For a diffusion type process dX, = d w + a(t, X) dt and a sequence (f,) of nonnegative functions necessary and sufficient conditions to the f, are established which guarantee the as. convergence of fn(X,) dt to zero. This result is applied to derive simple necessary and sufficient conditions for the