Law of large numbers and central limit theorem for a class of pure jump Markov process

HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation

“…This includes a variety of compound Poisson processes and their finitely many sums [61]. Infinite activities cases may be approximated by the finite activities cases following approximate schemes by compound Poisson processes (Chapter 8 of Cont and Tankov [60]).…”