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A weak limit theorem for generalized Jiřina processes

科研成果: 期刊稿件文章同行评审

摘要

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.

源语言英语
页(从-至)453-462
页数10
期刊Journal of Applied Probability
46
2
DOI
出版状态已出版 - 6月 2009

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