Weak limit theorems for stochastic differential equations driven by martingale measures

DOI10.1080/17442509608834082zbMATH Open0869.60048OpenAlexW2020843208MaRDI QIDQ4332224FDOQ4332224

Authors: Nhansook Cho 

Publication date: 1 September 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509608834082

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zbMATH Keywords

weak convergencestochastic differential equationspropagation of chaosmartingale measuresSchwartz space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (2)

• A stability result for solutions of stochastic equations driven by point processes
• Weak convergence of stochastic integrals driven by martingale measure

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