Weak convergence of stochastic integrals and differential equations. Kurtz, T. G. & Protter, P. E. In Probabilistic models for nonlinear partial differential equations (Montecatini Terme, 1995), volume 1627, of Lecture Notes in Math., pages 1–41. Springer, Berlin, 1996.
Weak convergence of stochastic integrals and differential equations [link]Paper  doi  bibtex   
@incollection{MR1431298,
	Author = {Kurtz, Thomas G. and Protter, Philip E.},
	Booktitle = {Probabilistic models for nonlinear partial differential equations ({M}ontecatini {T}erme, 1995)},
	Date-Added = {2016-09-09 21:32:25 +0000},
	Date-Modified = {2016-09-09 21:32:25 +0000},
	Doi = {10.1007/BFb0093176},
	Mrclass = {60H05 (60F17)},
	Mrnumber = {1431298},
	Mrreviewer = {Leszek S{\l}omi{\'n}ski},
	Pages = {1--41},
	Publisher = {Springer, Berlin},
	Series = {Lecture Notes in Math.},
	Title = {Weak convergence of stochastic integrals and differential equations},
	Url = {http://dx.doi.org/10.1007/BFb0093176},
	Volume = {1627},
	Year = {1996},
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