DIFFUSION APPROXIMATION OF NUCLEAR SPACE-VALUED STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY POISSON RANDOM MEASURES

被引：8

作者：

Kallianpur, G. ^{[1
]}

Xiong, J.

机构：

[1] Univ N Carolina, Dept Stat, Chapel Hill, NC 27599 USA

来源：

ANNALS OF APPLIED PROBABILITY | 1995年 / 5卷 / 02期

关键词：

Diffusion approximation; stochastic differential equation; Poisson random measure;

D O I：

10.1214/aoap/1177004775

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Under suitable conditions, it is proved that limits of sequences of nuclear space-valued solutions of stochastic differential equations driven by Poisson random measures are characterized by diffusion equations. The results are applied to models of environmental pollution and to reversal potential models of neuronal behavior.

引用

页码：493 / 517

页数：25

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