✦ LIBER ✦

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

✍ Scribed by K. Kubilius

Publisher: Springer
Year: 1991
Tongue: English
Weight: 717 KB
Volume: 30
Category: Article
ISSN: 0363-1672
DOI: 10.1007/bf00970841

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

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

Simulation of a diffusion process with r

Simulation of a diffusion process with randomly distributed jumps in neuronal context

✍ Miroslav Musila; Petr Lánský 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 926 KB

A martingale method for the convergence

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

✍ Harold J. Kushner 📂 Article 📅 1980 🏛 Springer 🌐 English ⚖ 636 KB

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

The rate of convergence of the distribut

The rate of convergence of the distribution of the maximum of cumulative sums of independent nonidentically distributed random vectors to a limiting law

✍ V. Paulauskas; S. Steishunas 📂 Article 📅 1973 🏛 Springer 🌐 English ⚖ 326 KB

Necessary and sufficient conditions for

Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments

✍ K. Kubilius 📂 Article 📅 1985 🏛 Springer 🌐 English ⚖ 766 KB