• Title of article

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

  • Author/Authors

    Nhansook Cho، نويسنده , , Youngmee Kwon، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2000
  • Pages
    -310
  • From page
    311
  • To page
    0
  • 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 (epsilon)n ~(upsilon) n with a large drift. Let (gamma)be a m-dimensional submanifold (m
  • Keywords
    Poisson random measure , martingale measure , Weak convergence , SDE
  • Journal title
    JOURNAL OF THEORETICAL PROBABILITY
  • Serial Year
    2000
  • Journal title
    JOURNAL OF THEORETICAL PROBABILITY
  • Record number

    108249

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=108249