Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures (Q1901086)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 811747
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures |
scientific article; zbMATH DE number 811747 |
Statements
Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures (English)
0 references
16 September 1996
0 references
The authors consider a sequence of stochastic differential equations driven by Poisson random measures in the dual of a countable Hilbertian nuclear space. They derive sufficient conditions for the weak convergence of such a sequence to the solution of diffusion equation. Some applications to the models of environmental pollution and neuronal behavior are considered.
0 references
sequence of stochastic differential equations
0 references
Poisson random measures
0 references
applications
0 references
