Diffusions as a limit of stretched Brownian motions

Author:

Brooks J.K,Chacon R.V

Publisher

Elsevier BV

Subject

General Mathematics

Reference11 articles.

1. Convergence of Probability Measures;Billingsley,1968

2. Weak Convergence of Diffusions, Their Speed Measures and Time Changes;Brooks;Advances in Math.,1982

3. Brownian Motion and Diffusions;Freedman,1971

4. A note on skewed Brownian motion;Harrison;Ann. Probab.,1981

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