Limit theorems of stochastic differential equations with jumps
Probability
2025-06-18 v3
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.
Cite
@article{arxiv.2002.00024,
title = {Limit theorems of stochastic differential equations with jumps},
author = {Huijie Qiao},
journal= {arXiv preprint arXiv:2002.00024},
year = {2025}
}
Comments
22 pages