A stability result for solutions of stochastic equations driven by point processes
From MaRDI portal
Publication:1897882
DOI10.1007/BF00970944zbMath0827.60045MaRDI QIDQ1897882
Publication date: 18 September 1995
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
weak convergence; stochastic differential equations; Lévy measure; martingale measure; compensator; Poisson random measure; stability theorem; stochastic point process
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60F15: Strong limit theorems
93E15: Stochastic stability in control theory
Cites Work
- Calcul stochastique et problèmes de martingales
- Continuity of the distribution of a random generalized power series
- Markov processes associated with certain integro-differential operators
- On Stably Weak Convergence of Semi-Martingales and of Point Processes
- [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]
- [https://portal.mardi4nfdi.de/wiki/Publication:4131394 Repr�sentation des processus ponctuels multivari�s � l'aide d'un processus de Poisson]
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