Stability theorem for stochastic differential equations with jumps
type: Item
instance of: scholarly article
title: Stability theorem for stochastic differential equations with jumps
zbMATH Open document ID: 0733.60009
DOI: 10.1016/0304-4149(91)90070-S
author: Yuji Kasahara
author: Keigo Yamada
published in: Stochastic Processes and their Applications
publication date: 1991-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60B10
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 4213088
zbMATH Keywords: convergence in law
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: storage processes and random walks
reviewed by: Denis R. Bell
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4213088