On the strong convergence, contiguity and entire separation of diffusion processes
Friedrich Liese, Wolfgang M. Schmidt · Stochastics and stochastics reports · 1994
We investigate the problem of giving conditions for the strong convergence, contiguity and entire separation of laws corresponding to sequences of diffusion processes where W is a Wiener process and the functions an are measurable. The conditions are purely analytical and formulated explicitly in terms of the functions an.