On the jump-diffusion approximation of stochastic difference equations driven by a mixing sequence
FUJIWARA, Tsukasa
J. Math. Soc. Japan, Tome 42 (1990) no. 4, p. 353-376 / Harvested from Project Euclid
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Publié le : 1990-07-15
Classification:  60H99,  34F05,  39A10,  60F05 
@article{1227108518,
     author = {FUJIWARA, Tsukasa},
     title = {On the jump-diffusion approximation of stochastic difference equations driven by a mixing sequence},
     journal = {J. Math. Soc. Japan},
     volume = {42},
     number = {4},
     year = {1990},
     pages = { 353-376},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1227108518}
}

FUJIWARA, Tsukasa. On the jump-diffusion approximation of stochastic difference equations driven by a mixing sequence. J. Math. Soc. Japan, Tome 42 (1990) no. 4, pp.  353-376. http://gdmltest.u-ga.fr/item/1227108518/