Limit theorems of stochastic differential equations with jumps

Published 31 Jan 2020 in math.PR | (2002.00024v3)

Abstract: In this paper, we study the convergence for solutions to a sequence of (possibly degenerate) stochastic differential equations with jumps, when the coefficients converge in some appropriate sense. Our main tools are the superposition principles. And then we analyze some special cases and give some concrete and verifiable conditions.

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Authors (1)

Huijie Qiao

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