Weak convergence of stochastic integrals driven by martingale measure-Reference-Cited by-同舟云学术

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Weak convergence of stochastic integrals driven by martingale measure

Published:1995-09 Issue:1 Volume:59 Page:55-79
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Cho Nhansook

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference12 articles.

1. A Course in Functional Analysis;Conway,1985

2. Branching diffusions and random measures;Dawson;Adv. Probab.,1978

3. Markov process: Characterization and convergence;Ethier,1986

4. Linear Partial Differential Operator;Hormander,1963

5. Distribution-valued process arising from independent Brownian motions;Ito;Math. Z.,1983

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