On the convergence of stochastic integrals driven by processes converging on account of a homogenization property.

Lejay, Antoine. "On the convergence of stochastic integrals driven by processes converging on account of a homogenization property.." Electronic Journal of Probability [electronic only] 7 (2002): Paper No. 18, 18 p., electronic only-Paper No. 18, 18 p., electronic only. <http://eudml.org/doc/122455>.

@article{Lejay2002,
author = {Lejay, Antoine},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {stochastic differential equations; good sequence of semimartingales; conditions UT and UCV; Lévy area},
language = {eng},
pages = {Paper No. 18, 18 p., electronic only-Paper No. 18, 18 p., electronic only},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {On the convergence of stochastic integrals driven by processes converging on account of a homogenization property.},
url = {http://eudml.org/doc/122455},
volume = {7},
year = {2002},
}

TY - JOUR
AU - Lejay, Antoine
TI - On the convergence of stochastic integrals driven by processes converging on account of a homogenization property.
JO - Electronic Journal of Probability [electronic only]
PY - 2002
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 7
SP - Paper No. 18, 18 p., electronic only
EP - Paper No. 18, 18 p., electronic only
LA - eng
KW - stochastic differential equations; good sequence of semimartingales; conditions UT and UCV; Lévy area
UR - http://eudml.org/doc/122455
ER -