Converging on Convergence
نویسندگان
چکیده
منابع مشابه
On the convergence of stochastic integrals driven by processes converging on account of a homogenization property
We study the limit of functionals of stochastic processes for which an homogenization result holds. All these functionals involve stochastic integrals. Among them, we consider more particularly the Lévy area and those giving the solutions of some SDEs. The main question is to know whether or not the limit of the stochastic integrals is equal to the stochastic integral of the limit of each of it...
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ژورنال
عنوان ژورنال: American Entomologist
سال: 2014
ISSN: 2155-9902,1046-2821
DOI: 10.1093/ae/60.2.128