Weak convergence of functional stochastic differential equations with variable delays

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.

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Year of publication:	2013
Authors:	Tan, Li ; Jin, Wei ; Hou, Zhenting
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 11, p. 2592-2599
Publisher:	Elsevier
Subject:	Weak convergence \| Variable delay \| Brownian motion \| Jump process

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010709062