Kurtz, Thomas G.; Protter, Philip E. Weak convergence of stochastic integrals and differential equations. I. (English) Zbl 0862.60041 Graham, C. (ed.) et al., Probabilistic models for nonlinear partial differential equations. Lectures given at the 1st session of the Centro Internazionale Matematico Estivo, Montecatini Terme, Italy, May 22-30, 1995. Berlin: Springer. Lect. Notes Math. 1627, 1-41 (1996). Reviewer: J.Jakubowski (Warszawa) MSC: 60H05 60B10 60H10 60H30 PDFBibTeX XMLCite \textit{T. G. Kurtz} and \textit{P. E. Protter}, Lect. Notes Math. 1627, 1--41 (1996; Zbl 0862.60041)
Kurtz, Thomas G.; Protter, Philip Weak limit theorems for stochastic integrals and stochastic differential equations. (English) Zbl 0742.60053 Ann. Probab. 19, No. 3, 1035-1070 (1991). Reviewer: T.Inglot (Wrocław) MSC: 60H05 60F17 60G44 PDFBibTeX XMLCite \textit{T. G. Kurtz} and \textit{P. Protter}, Ann. Probab. 19, No. 3, 1035--1070 (1991; Zbl 0742.60053) Full Text: DOI
Kurtz, Thomas G. Random time changes and convergence in distribution under the Meyer-Zheng conditions. (English) Zbl 0742.60036 Ann. Probab. 19, No. 3, 1010-1034 (1991). Reviewer: T.Inglot (Wrocław) MSC: 60F17 60G44 60G99 PDFBibTeX XMLCite \textit{T. G. Kurtz}, Ann. Probab. 19, No. 3, 1010--1034 (1991; Zbl 0742.60036) Full Text: DOI