Weak limit theorems for stochastic differential equations driven by martingale measures

DOI10.1080/17442509608834082zbMath0869.60048OpenAlexW2020843208MaRDI QIDQ4332224

Nhansook Cho

Publication date: 1 September 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509608834082

zbMATH Keywords

weak convergencestochastic differential equationsSchwartz spacepropagation of chaosmartingale measures

Mathematics Subject Classification ID

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

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