Limit of Solutions of a SDE with a Large Drift Driven by a Poisson Random Measure

Nhansook Cho and Youngmee Kwon
Additional contact information
Nhansook Cho: Hansung University
Youngmee Kwon: Hansung University

Journal of Theoretical Probability, 2000, vol. 13, issue 2, 311-325

Abstract: Abstract We consider a sequence of {X n} of R d-valued processes satisfying a stochastic differential equation driven by a Brownian motion and a compensated Poisson random measure, with ε n ~ν n with a large drift. Let Γ be a m-dimensional submanifold (m

Keywords: SDE; Poisson random measure; martingale measure; weak convergence (search for similar items in EconPapers)
Date: 2000
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1023/A:1007853810143 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:13:y:2000:i:2:d:10.1023_a:1007853810143

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1023/A:1007853810143

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().