Weak convergence of recursions

Stochastic Processes and their Applications

Volumn 68, Issue 1, 1997, Pages 65-82

  Basak, Gopal K ^a   Hu, Inchi ^a   Wei, Ching Zong ^b  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b INSTITUTE OF STATISTICAL SCIENCE   (Taiwan)

Author keywords

Diffusion; Invariant measure; Martingale; Stochastic differential equation; Weak convergence

Indexed keywords

EID: 0031591381     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(97)00018-5     Document Type: Article

References (18)

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