On the convergence of stochastic integrals driven by processes converging on account of a homogenization property

Electronic Journal of Probability

Volumn 7, Issue , 2002, Pages 1-18

  Lejay, Antoine ^a  

^a INRIA   (France)

Author keywords

Conditions UT and UCV; Good sequence of semimartingales; Homogenization; L vy area; Stochastic differential equations

Indexed keywords

EID: 10644278599     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v7-117     Document Type: Article

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