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Probabilistic Models for Nonlinear Partial Differential Equations pp 1–41Cite as

Weak convergence of stochastic integrals and differential equations

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References

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Author information

Authors and Affiliations

  1. Departments of Mathematics and Statistics, University of Wisconsin-Madison, 53706-1388, Madison, WI, USA

    Thomas G. Kurtz

  2. Departments of Mathematics and Statistics, Purdue University, 47907-1395, West Lafayette, IN, USA

    Philip E. Protter

Authors
  1. Thomas G. Kurtz
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  2. Philip E. Protter
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Denis Talay Luciano Tubaro

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© 1996 Springer-Verlag

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Kurtz, T.G., Protter, P.E. (1996). Weak convergence of stochastic integrals and differential equations. In: Talay, D., Tubaro, L. (eds) Probabilistic Models for Nonlinear Partial Differential Equations. Lecture Notes in Mathematics, vol 1627. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0093176

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  • DOI: https://doi.org/10.1007/BFb0093176

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  • Print ISBN: 978-3-540-61397-8

  • Online ISBN: 978-3-540-68513-5

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