Abstract
Convergence in law of solutions of SDE having jumps is discussed assuming suitable convergence of the coefficients under a situation where the point process approaches a Poisson point process. As an application the asymptotic behavior of certain stochastic processes such as storage processes and random walks is also discussed.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
