Weak convergence of functional stochastic differential equations with variable delays

Li Tan, Wei Jin and Zhenting Hou

Statistics & Probability Letters, 2013, vol. 83, issue 11, 2592-2599

Abstract: This paper is concerned with the weak convergence of functional stochastic differential equations with variable delays driven by Wiener processes and jump processes, respectively. Moreover, an example is established to demonstrate the theory derived.

Keywords: Weak convergence; Variable delay; Brownian motion; Jump process (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2013.07.016

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