Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
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Publication:5266271
DOI10.1002/mma.3208zbMath1345.60051OpenAlexW1989071785MaRDI QIDQ5266271
Publication date: 30 July 2015
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.3208
stochastic differential equationsstochastic functional differential equationsLévy noiseapproximation theoremsnon-Lipschitz conditions
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Theoretical approximation of solutions to ordinary differential equations (34A45) Stochastic functional-differential equations (34K50) Ordinary differential equations and systems with randomness (34F05) Functional limit theorems; invariance principles (60F17) Stochastic integral equations (60H20) Random integral equations (45R05)
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