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Laplace approximation for stochastic line integrals

✍ Scribed by Kazumasa Kuwada


Publisher
Springer
Year
2008
Tongue
English
Weight
550 KB
Volume
144
Category
Article
ISSN
1432-2064

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Let [ f m ; m # N] be a sequence of functions from [0, ) to a Banach space E. We give a new and essential condition on f m , which is weaker than the usual ``local Lipschitz continuity'' condition, ensuring that the convergence of f m is equivalent to the convergence of their Laplace transforms. Thi