On the Poisson equation and diffusion approximation. I

Annals of Probability

Volumn 29, Issue 3, 2001, Pages 1061-1085

  Pardoux, E ^a   Veretennikov, A Yu ^b  

^a CNRS   (France)

^b INSTITUTE FOR INFORMATION TRANSMISSION PROBLEMS   (Russian Federation)

Author keywords

Diffusion approximation; Poisson equation; Polynomial recurrence

Indexed keywords

EID: 0035565829     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1015345596     Document Type: Article

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