Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures

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

zbMATH Keywords

applications; Poisson random measures; sequence of stochastic differential equations

Mathematics Subject Classification ID

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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