Limit of solutions of a SDE with a large drift driven by a Poisson random measure (Q1582123)
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scientific article; zbMATH DE number 1512521
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit of solutions of a SDE with a large drift driven by a Poisson random measure |
scientific article; zbMATH DE number 1512521 |
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Limit of solutions of a SDE with a large drift driven by a Poisson random measure (English)
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3 October 2000
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Poisson random measure
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martingale measure
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weak convergence
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