Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures
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Publication:1901086
DOI10.1214/aoap/1177004775zbMath0845.60008MaRDI QIDQ1901086
Jie Xiong, Gopinath Kallianpur
Publication date: 16 September 1996
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177004775
60F05: Central limit and other weak theorems
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60B10: Convergence of probability measures
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