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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

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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.

Metadaten
Titel
Weak Convergence and the Characterization of Processes
verfasst von
Harold J. Kushner
Paul G. Dupuis
Copyright-Jahr
1992
Verlag
Springer US
DOI
https://doi.org/10.1007/978-1-4684-0441-8_10

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