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Rate of convergence of uniform transport processes to brownian motion and application to stochastic integrals

 

作者: Luis G. gorostiza,   Richard J. Griego,  

 

期刊: Stochastics  （Taylor Available online 1980）
卷期: Volume 3, issue 1-4  

页码: 291-303

 

ISSN:0090-9491

 

年代: 1980

 

DOI:10.1080/17442508008833152

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

A rate of convergence of a sequence of uniform transport processes to Brownian motion is derived, and a correspondmg rate for the Wong and Zakai approximation of stochastic integrals is given

 

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