DIFFUSION APPROXIMATION OF NUCLEAR SPACE-VALUED STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY POISSON RANDOM MEASURES
成果类型：
Article
署名作者：
Kallianpur, G.; Xiong, J.
署名单位：
University of North Carolina; University of North Carolina Chapel Hill; University of Tennessee System; University of Tennessee Knoxville
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/aoap/1177004775
发表日期：
1995
页码：
493-517
关键词：
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.