Platen, Eckhard; Rebolledo, Rolando Weak convergence of semimartingales and discretisation methods. (English) Zbl 0584.60060 Stochastic Processes Appl. 20, 41-58 (1985). Reviewer: R.Mikulevičius MSC: 60G48 60B10 PDFBibTeX XMLCite \textit{E. Platen} and \textit{R. Rebolledo}, Stochastic Processes Appl. 20, 41--58 (1985; Zbl 0584.60060) Full Text: DOI
Platen, Eckhard; Rebolledo, Rolando Weak convergence of semimartingales and discretisation methods. (English) Zbl 0462.60057 Prepr., Akad. Wiss. DDR, Inst. Math. P-MATH-15/81, 30 p. (1981). MSC: 60H10 60G48 93E15 PDFBibTeX XML