Stefan Ankirchner, Thomas Kruse, Mikhail Urusov, “A functional limit theorem for irregular SDEs”, Ann. Inst. H. Poincaré Probab. Statist., 2017, Volume 53, Issue 3,Pages <nobr>1438–1457</nobr>

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JOURNALS // Annales de l'institut Henri Poincare (B) Probability and Statistics // Archive

Ann. Inst. H. Poincaré Probab. Statist., 2017, Volume 53, Issue 3, Pages 1438–1457 (Mi aipps2)

This article is cited in 7 papers

A functional limit theorem for irregular SDEs

Stefan Ankirchner^a, Thomas Kruse^b, Mikhail Urusov^cb

^a Institute for Mathematics, University of Jena, Ernst-Abbe-Platz 2, 07745 Jena, Germany
^b Faculty of Mathematics, University of Duisburg-Essen, Thea-Leymann-Str. 9, 45127 Essen, Germany
^c Steklov Mathematical Institute, Russian Academy of Sciences, ul. Gubkina 8, 119991 Moscow, Russia

Received: 15.07.2015
Revised: 27.02.2016
Accepted: 21.04.2016

Language: English

DOI: 10.1214/16-AIHP760

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