Convergence faible et principe d'invariance pour des martingales à valeurs dans des espaces de Sobolev
Annales de l'I.H.P. Probabilités et statistiques (1984)
- Volume: 20, Issue: 4, page 329-348
- ISSN: 0246-0203
Access Full Article
topHow to cite
topReferences
top- [1] D. Aldous, Stopping times and tightness, Ann. of Prob., t. 6, n° 2, 1978, p. 335-340. Zbl0391.60007MR474446
- [2] L. Arnold, Mathematical models of chemical reactions. In: Stochastic Systems. M. Hazewinkel, J. Willems, ed., Dordrecht, 1981. MR674325
- [3] L. Arnold, M. Theodosopulu, Deterministic limit of the stochastic model of chemical reactions with diffusion. Adv. Appl. Prob., t. 12, 1980, p. 363-379. Zbl0429.60025MR569433
- [4] P. Kotelenez, Law of large numbers and central limit theorem for chemical reactions with diffusions. Universitat Bremen, 1982. Zbl0523.60078
- [5] E. Lenglart, Relations de domination entre deux processus. Ann. Inst. Henri Poincaré, t. B XIII, 1977, p. 171-179. Zbl0373.60054MR471069
- [6] M. Métivier, Semimartingales. De Gruyter. Berlin, New York, 1982. Zbl0503.60054MR688144
- [7] R. Rebolledo, La méthode des martingales appliquée à la convergence en loi des processus. Mémoires de la S. M. F., t. 62, 1979. Zbl0425.60036
Citations in EuDML Documents
top- Josselin Garnier, Multi-scaled diffusion-approximation. Applications to wave propagation in random media
- A. Genadot, M. Thieullen, Multiscale Piecewise Deterministic Markov Process in infinite dimension: central limit theorem and Langevin approximation
- G. Nappo, E. Orlandi, Limit laws for a coagulation model of interacting random particles