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Rate of convergence of distributions of semimartingales to the distribution of a diffusion process with jumps. II

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Literature Cited

  1. K. Kubilyus, “Rate of convergence of distributions of semimartingales to distributions of a diffusion process with jumps. I,” Liet. Mat. Rinkinys,30, No. 1, 101–116 (1990).

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  2. R. M. Dudley, “Distances of probability measures and random variables,” Ann. Math. Statist.,39, No. 5, 1562–1572 (1968).

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  3. O. A. Ladyzhenskaya, V. A. Solonnikov and N. N. Ural'tseva, Linear and Quasilinear Equations of Parabolic Type [in Russian], Nauka, Moscow (1967).

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Authors
  1. K. Kubilius
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Additional information

Institute of Mathematics and Cybernetics, Academy of Sciences of the Lithuanian SSR. Translated from Litovskii Matematicheskii Sbornik (Lietuvos Matematikos Rinkinys), Vol. 30, No. 2, pp. 288–312, April–June, 1990.

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Kubilius, K. Rate of convergence of distributions of semimartingales to the distribution of a diffusion process with jumps. II. Lith Math J 30, 134–150 (1990). https://doi.org/10.1007/BF00970841

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  • DOI: https://doi.org/10.1007/BF00970841

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