Weak convergence of functional stochastic differential equations with variable delays

Article ID	Journal	Published Year	Pages	File Type
1151708	Statistics & Probability Letters	2013	8 Pages	PDF

Abstract

This paper is concerned with the weak convergence of functional stochastic differential equations with variable delays driven by Wiener processes and jump processes, respectively. Moreover, an example is established to demonstrate the theory derived.

Keywords

39A30 Variable delay Brownian motion Jump process

Related Topics

Physical Sciences and Engineering Mathematics Statistics and Probability

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Weak convergence of functional stochastic differential equations with variable delays

Authors

Li Tan, Wei Jin, Zhenting Hou,