On the jump-diffusion approximation of stochastic difference equations driven by a mixing sequence

DOI10.2969/jmsj/04230353zbMath0694.60059OpenAlexW1976437183MaRDI QIDQ909348

Tsukasa Fujiwara

Publication date: 1990

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/04230353

zbMATH Keywords

weak convergenceMarkov processlimit theoremmixingrandom difference equations

Mathematics Subject Classification ID

Related Items (2)

Limit theorems for stochastic difference-differential equations ⋮ Stability theorem for stochastic differential equations with jumps

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