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Theory of Stochastic Processes, 2012, Volume 18(34), Issue 1, Pages 86–100 (Mi thsp20)  
Weak convergence of a series scheme of Markov chains to the solution of a Lévy driven SDE

T. I. Kosenkova

Chair of Probability Theory, Statistics and Actuarial Mathematics, Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, 6, Glushkov Ave., Kyiv 03127, Ukraine
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Abstract: Under the assumptions analogous to those of Gnedenko's theorem, the weak convergence of a series scheme of Markov chains to the solution of a Lévy driven SDE is obtained.
Keywords: Lévy driven SDE, weak convergence of Markov chains.
Bibliographic databases:
Document Type: Article
MSC: Primary 60J10, 60F17, 60B10; Secondary 60J20
Language: English
Citation: T. I. Kosenkova, “Weak convergence of a series scheme of Markov chains to the solution of a Lévy driven SDE”, Theory Stoch. Process., 18(34):1 (2012), 86–100
Citation in format AMSBIB
\Bibitem{Kos12}
\by T.~I.~Kosenkova
\paper Weak convergence of a series scheme of Markov chains to the solution of a L\'evy driven SDE
\jour Theory Stoch. Process.
\yr 2012
\vol 18(34)
\issue 1
\pages 86--100
\mathnet{http://mi.mathnet.ru/thsp20}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3124765}
\zmath{https://zbmath.org/?q=an:1265.60136}
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