L 2 convergence of smooth approximations of stochastic differential equations with unbounded coefficients
Author:
Affiliation:
1. School of Mathematics and Statistics, University of New South Wales, Sydney, New South Wales, Australia
Funder
Deutsche Forschungsgemeinschaft
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/07362994.2023.2260863
Reference48 articles.
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2. Kurtz T. G. Protter P. (1991). Characterizing the weak convergence of stochastic integrals. In M. Barlow & N. Bingham (Eds.) Stochastic Analysis: Proceedings of the Durham Symposium on Stochastic Analysis 1990 (London Mathematical Society Lecture Note Series pp. 255-260). Cambridge: Cambridge University Press.
3. Ikeda, N., Watanabe, S. (1989). Stochastic Differential Equations and Diffusion Processes, 2nd ed. Japan: North Holland Publishing Company.
4. Sussmann H. J. (1991). Limits of the Wong-Zakai type with a modified drift term. Stoch. Anal . 475–493. Academic Press.
5. Stochastic differential equations and models of random processes;Mcshane E. J.;Proc. Sixth Berkeley Symp. Math. Stat. Probab,1972
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