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.
Publié le : 1995-05-14
Classification:
Diffusion approximation,
stochastic differential equation,
Poisson random measure,
60B10,
60F05,
60H10
@article{1177004775,
author = {Kallianpur, G. and Xiong, J.},
title = {Diffusion Approximation of Nuclear Space-Valued Stochastic Differential Equations Driven by Poisson Random Measures},
journal = {Ann. Appl. Probab.},
volume = {5},
number = {4},
year = {1995},
pages = { 493-517},
language = {en},
url = {http://dml.mathdoc.fr/item/1177004775}
}
Kallianpur, G.; Xiong, J. Diffusion Approximation of Nuclear Space-Valued Stochastic Differential Equations Driven by Poisson Random Measures. Ann. Appl. Probab., Tome 5 (1995) no. 4, pp. 493-517. http://gdmltest.u-ga.fr/item/1177004775/