On diffusion approximation with discontinuous coefficients

Stochastic Processes and their Applications

Volumn 102, Issue 2, 2002, Pages 235-264

  Krylov, N V ^a   Liptser, R ^b  

^a UNIVERSITY OF MINNESOTA   (United States)

^b TEL AVIV UNIVERSITY   (Israel)

Author keywords

Diffusion approximation; Stochastic differential equations; Weak convergence

Indexed keywords

EID: 0036887695     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(02)00181-3     Document Type: Article

References (22)

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