Limit theorems of stochastic differential equations with jumps
Abstract This work concerns stochastic differential equations with jumps. We prove convergence for solutions to a sequence of (possibly degenerate) stochastic differential equations with jumps when the coefficients converge in some appropriate sense. Then some special cases are analyzed and some concrete and verifiable conditions are given.
Authors
- Huijie Qiao (ORCID: https://orcid.org/0000-0002-5407-3817)
Publication Details
- Journal
- Journal of Applied Probability
- Published
- 2025-06-16
- DOI
- https://doi.org/10.1017/jpr.2025.17
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00