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 :
