Small jumps asymptotic of the moving optimum Poissonian SDE
type: Item
instance of: scholarly article
title: Small jumps asymptotic of the moving optimum Poissonian SDE
zbMATH Open document ID: 1426.60078
author: Elma Nassar
author: Etienne Pardoux
published in: Stochastic Processes and their Applications
publication date: 2019-06-28T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 7074611
zbMATH Keywords: Poissonian SDE
zbMATH Keywords: law of large numbers
zbMATH Keywords: central limit theorem
zbMATH Keywords: approximation of invariant measure
zbMATH Keywords: canonical equation of adaptive dynamics
zbMATH Keywords: moving optimum model
MaRDI profile type: Publication
full work available at URL: j.spa.2018.07.010
OpenAlex ID: W2883421092
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DOI: 10.1016/J.SPA.2018.07.010
description: scientific article; zbMATH DE number 7074611