Let D n ⊂ N, r (u) be some cadlag process and J n(u) some (nice) occupation measure process with support in the cells. Assume that both r (u) and J n(u) are constant for u ∈ [(l — 1)δσ, δσ), l ∈ N.
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© 2008 Springer Science+Business Media, LLC
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(2008). Proof of the Mesoscopic Limit Theorem. In: Stochastic Ordinary and Stochastic Partial Differential Equations. Stochastic Modelling and Applied Probability formerly: Applications of Mathematics, vol 58. Springer, New York, NY. https://doi.org/10.1007/978-0-387-74317-2_3
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DOI: https://doi.org/10.1007/978-0-387-74317-2_3
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