A Donsker theorem to simulate one-dimensional processes with measurable coefficients

Author: Étoré Pierre   Lejay Antoine  

Publisher: Edp Sciences

E-ISSN: 1262-3318|11|issue|301-326

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.11, Iss.issue, 2007-08, pp. : 301-326

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Abstract