Stability theorem for stochastic differential equations with jumps

Yuji Kasahara and Keigo Yamada

Stochastic Processes and their Applications, 1991, vol. 38, issue 1, 13-32

Abstract: Convergence in law of solutions of SDE having jumps is discussed assuming suitable convergence of the coefficients under a situation where the point process approaches a Poisson point process. As an application the asymptotic behavior of certain stochastic processes such as storage processes and random walks is also discussed.

Date: 1991
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