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On weak convergence to random processes with boundary conditions

II. Seminars

Part of the Lecture Notes in Mathematics book series (LNMCIME,volume 972)

Keywords

  • Random Process
  • Local Time
  • Weak Convergence
  • Local Martingale
  • Martingale Problem

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References

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© 1982 Spring-Verlag

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Grigelionis, B., Mikulevicius, R. (1982). On weak convergence to random processes with boundary conditions. In: Mitter, S.K., Moro, A. (eds) Nonlinear Filtering and Stochastic Control. Lecture Notes in Mathematics, vol 972. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064865

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  • DOI: https://doi.org/10.1007/BFb0064865

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11976-0

  • Online ISBN: 978-3-540-39431-0

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