Limit of solutions of a SDE with a large drift driven by a Poisson random measure

DOI10.1023/A:1007853810143zbMath0965.60060OpenAlexW54412944MaRDI QIDQ1582123

Nhansook Cho, Youngmee Kwon

Publication date: 3 October 2000

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1007853810143

zbMATH Keywords

weak convergencemartingale measurePoisson random measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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