Limits of random differential equations on manifolds

DOI10.1007/S00440-015-0669-XzbMath1356.60056arXiv1501.04793OpenAlexW1821004611MaRDI QIDQ343785

Xue-Mei Li

Publication date: 29 November 2016

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.04793

zbMATH Keywords

manifoldsdiffusionsaverage principleHörmander conditionsrandom ordinary differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05) Diffusion processes and stochastic analysis on manifolds (58J65) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (6)

Homogenisation on homogeneous spaces ⋮ Unnamed Item ⋮ Homogenisation for anisotropic kinetic random motions ⋮ From second-order differential geometry to stochastic geometric mechanics ⋮ Convergence of Brownian motions on metric measure spaces under Riemannian curvature-dimension conditions ⋮ Rough homogenisation with fractional dynamics

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