Janicki, Aleksander; Michna, Zbigniew; Weron, Aleksander - Hugo Steinhaus Center for Stochastic Methods, … - 1996
In this paper we present a result on convergence of approximate solutions of stochastic differential equations involving integrals with respect to alpha-stable Levy motion. We prove an appropriate weak limit theorem, which does not follow from known results on stability properties of stochastic...