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Diffusion approximations of some stochastic difference equations revisited

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  • Watanabe, Hisao

Abstract

In this paper, we consider the diffusion approximations of some stochastic processes with discrete parameter which are asymptotically given by stochastic difference equations. We use martingale methods and improve on the previous results in the literature.

Suggested Citation

  • Watanabe, Hisao, 1988. "Diffusion approximations of some stochastic difference equations revisited," Stochastic Processes and their Applications, Elsevier, vol. 29(1), pages 147-154.
    • Handle: RePEc:eee:spapps:v:29:y:1988:i:1:p:147-154
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