A stability result for solutions of stochastic equations driven by point processes

DOI10.1007/BF00970944zbMath0827.60045OpenAlexW2043680337MaRDI QIDQ1897882

Pio Andrea Zanzotto

Publication date: 18 September 1995

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00970944

zbMATH Keywords

weak convergencestochastic differential equationsLévy measuremartingale measurecompensatorPoisson random measurestability theoremstochastic point process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Stochastic stability in control theory (93E15)

Cites Work

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• Calcul stochastique et problèmes de martingales
• Continuity of the distribution of a random generalized power series
• Markov processes associated with certain integro-differential operators
• On Stably Weak Convergence of Semi-Martingales and of Point Processes
• [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]
• [https://portal.mardi4nfdi.de/wiki/Publication:4131394 Repr�sentation des processus ponctuels multivari�s � l'aide d'un processus de Poisson]

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