Stability theorem for stochastic differential equations with jumps
The authors study the convergence in law of solutions to a sequence of stochastic differential equations \((I_ n)\) with jumps, where both the integrator processes and the coefficient functions depend upon n. They then give some applications of these results, in which they study the asymptotic behaviour of such processes as storage processes and random walks.
scientific article; zbMATH DE number 4213088
scientific article