Convergence en loi des suites d'intégrales stochastiques sur l'espace $$\mathbb{D}$$ 1 de Skorokhod-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Convergence en loi des suites d'intégrales stochastiques sur l'espace $$\mathbb{D}$$ 1 de Skorokhod

Published:1989-02 Issue:1 Volume:81 Page:111-137
ISSN:0178-8051
Container-title:Probability Theory and Related Fields
language:fr
Short-container-title:Probab. Th. Rel. Fields

Author:

Jakubowski A.,Mémin J.,Pages G.

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/BF00343739.pdf

Reference23 articles.

1. Billingsley, P.: Convergence of probability measures. New York: Wiley 1968

2. Dellacherie, C., Meyer, P.A.: Probabilités et potentiel, tome 2. Paris: Hermann 1980

3. Lect. Notes Math.;H. Follmer,1981

4. Lect. Notes Math.;J. Jacob,1979

5. Lect. Notes Math.;J. Jacod,1985

Cited by 151 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Functional central limit theorems for rough volatility;Finance and Stochastics;2024-04-16

2. Weak Dirichlet processes and generalized martingale problems;Stochastic Processes and their Applications;2024-04

3. L ² convergence of smooth approximations of stochastic differential equations with unbounded coefficients;Stochastic Analysis and Applications;2023-10-17

4. On the Discrete-Time Simulation of the Rough Heston Model;SIAM Journal on Financial Mathematics;2023-02-07

5. Deterministic homogenization under optimal moment assumptions for fast-slow systems. Part 1;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2022-08-01

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP