A Weak Limit Theorem for Generalized Jiřina Processes
نویسندگان
چکیده
منابع مشابه
A Weak Limit Theorem for Generalized Jiřina Processes
In this paper we prove that a sequence of scaled generalized Jiřina processes can converge weakly to a nonlinear diffusion process with Lévy jumps under certain conditions.
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2009
ISSN: 0021-9002,1475-6072
DOI: 10.1239/jap/1245676099