Weak convergence to a Markov process: The martingale approach-Reference-Cited by-同舟云学术

Weak convergence to a Markov process: The martingale approach

Published:1993-09 Issue:3 Volume:96 Page:335-351
ISSN:0178-8051
Container-title:Probability Theory and Related Fields
language:en
Short-container-title:Probab. Th. Rel. Fields

Author:

Bhatt Abhay G.,Karandikar Rajeeva L.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Link

https://link.springer.com/content/pdf/10.1007/BF01292676.pdf

Reference6 articles.

1. Bhatt, A.G., Karandikar, R.L.: Invariant measures and evolution equations for Markov processes characterised via martingale problems. Ann. Probab. (to appear)

2. Ethier, S.N., Kurtz, T.G.: Markov processes: Characterization and convergence. New York: Wiley 1986

3. Kuelbs, J.: The invariance principle for Banach space valued random variables. J. Multivariate Anal.3, 161–172 (1973)

4. Parthasarathy, K.R.: Probability measures on metric spaces. New York: Academic Press 1967

5. Stroock, D.W., Varadhan, S.R.S.: Multidimensional diffusion processes. Berlin Heidelberg New York: Springer 1979

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