1992 | OriginalPaper | Buchkapitel
Weak Convergence and the Characterization of Processes
verfasst von : Harold J. Kushner, Paul G. Dupuis
Erschienen in: Numerical Methods for Stochastic Control Problems in Continuous Time
Verlag: Springer US
Enthalten in: Professional Book Archive
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This chapter begins the section of the book devoted to the convergence proofs and related matters. The purpose of the chapter is to introduce the mathematical machinery that is needed in the later chapters. Because particular applications are intended, we do not, in general, give the most elaborate versions of the theorems to be presented.