Accession Number:

ADA061950

Title:

Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides,

Descriptive Note:

Corporate Author:

BROWN UNIV PROVIDENCE R I LEFSCHETZ CENTER FOR DYNAMICAL SYSTEMS

Personal Author(s):

Report Date:

1978-09-01

Pagination or Media Count:

40.0

Abstract:

Let Y be a stationary mixing process and J superscript epsilon an approximation to a random impulsive process. Kurtzs results on approximation of a general semigroup by a Markov semigroup are used to prove weak and a similar type of convergence of the solutions to 1.1 and to jumping diffusions. Previous results are generalized in various ways. The case of unbounded y is also treated as is the combined jump-diffusion case. Also, a limit theorem for an integral with respect to approximate white noise in terms of an Ito integral is given. The method has the advantages of generality and relative ease of use. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE