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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Stochastics and stochastics reports 1994-09, Vol.50 (1-2), p.35-64
Hauptverfasser: Fujiwara, Tsukasa, Tomisaki, Matsuyo
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!