Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures (Q1901086)
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scientific article; zbMATH DE number 811747
| Language | Label | Description | Also known as |
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| English | Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures |
scientific article; zbMATH DE number 811747 |
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Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures (English)
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16 September 1996
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The authors consider a sequence of stochastic differential equations driven by Poisson random measures in the dual of a countable Hilbertian nuclear space. They derive sufficient conditions for the weak convergence of such a sequence to the solution of diffusion equation. Some applications to the models of environmental pollution and neuronal behavior are considered.
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sequence of stochastic differential equations
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Poisson random measures
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applications
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