Timeline for Discrete random walk and SDEs
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 3, 2020 at 11:22 | comment | added | Paresseux Nguyen | Thank you for your response, it'll take some time for me to read through that chapter. At first you, that chapter is as you said, covers more or less what I'm looking for. I'm still looking for other answers. | |
| Dec 3, 2020 at 9:03 | comment | added | Kostya_I | It's a long book, so it would take quite long to write a review. Chapter IX has a section that specifically considers convergence of jump processes to diffusions, i. e., more or less precisely what the OP is asking for. | |
| Dec 3, 2020 at 9:00 | comment | added | Kostya_I | @AndrásBátkai it contains various limit theorems for stochastic processes :). | |
| Dec 3, 2020 at 8:32 | comment | added | András Bátkai | Would you expanding your answer? Why is this a good reference, what is in it? Thanks. | |
| Dec 3, 2020 at 7:18 | review | Low quality posts | |||
| Dec 3, 2020 at 8:32 | |||||
| Dec 3, 2020 at 7:00 | history | answered | Kostya_I | CC BY-SA 4.0 |