International Journal of Stochastic Analysis

International Journal of Stochastic Analysis / 1994 / Article

Open Access

Volume 7 |Article ID 478602 | 7 pages |

The probabilistic approach to the analysis of the limiting behavior of an integro-diffebential equation depending on a small parameter, and its application to stochastic processes

Received01 Dec 1993
Revised01 Feb 1994


Using connection between stochastic differential equation with Poisson measure term and its Kolmogorov's equation, we investigate the limiting behavior of the Cauchy problem solution of the integro differential equation with coefficients depending on a small parameter. We also study the dependence of the limiting equation on the order of the parameter.

Copyright © 1994 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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