3 results
Stochastic differential equations driven by processes generated by divergence form operators II: convergence results
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- Journal:
- ESAIM: Probability and Statistics / Volume 12 / 2008
- Published online by Cambridge University Press:
- 25 July 2008, pp. 387-411
- Print publication:
- 2008
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A Donsker theorem to simulate one-dimensional processes with measurable coefficients
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- Journal:
- ESAIM: Probability and Statistics / Volume 11 / June 2007
- Published online by Cambridge University Press:
- 17 August 2007, pp. 301-326
- Print publication:
- June 2007
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Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem
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- Journal:
- ESAIM: Probability and Statistics / Volume 10 / February 2006
- Published online by Cambridge University Press:
- 08 September 2006, pp. 356-379
- Print publication:
- February 2006
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