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

Lejay, Antoine

Electronic Journal of Probability [electronic only] (2002)

  • Volume: 7, page Paper No. 18, 18 p., electronic only-Paper No. 18, 18 p., electronic only
  • ISSN: 1083-589X

How to cite

top

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 -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.