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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
Аннотация:
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.
Ключевые слова:
Lévy driven SDE, weak convergence of Markov chains.
Образец цитирования:
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
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp20 https://www.mathnet.ru/rus/thsp/v18/i1/p86
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Страница аннотации: | 113 | PDF полного текста: | 47 | Список литературы: | 24 |
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