Martingale approach to limit theorems for jump processes
We consider the weak convergence of laws of càdiàg processes determined by a sequence of operators with singularly perturbed terms. We study the problem in the martingale approach, which was formulated to establish weak limit theorems for continuous processes by Papanicolaou, Stroock and Varadhan. H...
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| Veröffentlicht in: | Stochastics and stochastics reports 1994-09, Vol.50 (1-2), p.35-64 |
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| container_title | Stochastics and stochastics reports |
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| creator | Fujiwara, Tsukasa Tomisaki, Matsuyo |
| description | We consider the weak convergence of laws of càdiàg processes determined by a sequence of operators with singularly perturbed terms. We study the problem in the martingale approach, which was formulated to establish weak limit theorems for continuous processes by Papanicolaou, Stroock and Varadhan. However, in this paper, limit processes are not necessarily continuous but càdiàg. In particular, we consider a homogenization problem of càdiàg processes in the framework of martingale problem. |
| doi_str_mv | 10.1080/17442509408833927 |
| format | Article |
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| ispartof | Stochastics and stochastics reports, 1994-09, Vol.50 (1-2), p.35-64 |
| issn | 1045-1129 1029-0346 |
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| source | Taylor & Francis Journals Complete |
| subjects | càdiàg process Exact sciences and technology homogenization Limit theorem Lévy operator martingale problem Mathematics Probability and statistics Probability theory and stochastic processes Sciences and techniques of general use Stochastic processes weak convergence |
| title | Martingale approach to limit theorems for jump processes |
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