论文标题
限制随机微分方程的定理
Limit theorems of stochastic differential equations with jumps
论文作者
论文摘要
在本文中,我们研究了解决系数在某种意义上汇聚时(可能是退化的)随机微分方程(可能退化的)随机微分方程的收敛性。我们的主要工具是叠加原理。然后,我们分析一些特殊情况,并提供一些具体和可验证的条件。
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.