A multiflow approximation to diffusions

DOI10.1016/0304-4149(91)90044-DMaRDI QIDQ811018zbMATH OpenFDO

Authors Yali Amit

Publication date 1991

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsBrownian pathsmoothness conditionsinvariant probability measure of a diffusionpiecewise differentiable approximation

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cites work

• scientific article; zbMATH DE number 3883346 (Why is no real title available?)
• scientific article; zbMATH DE number 1188964 (Why is no real title available?)
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
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• scientific article; zbMATH DE number 3527605 (Why is no real title available?)
• scientific article; zbMATH DE number 3304501 (Why is no real title available?)
• Ergodic properties of markov processes driven by a set of vector fields
• Orbits of Families of Vector Fields and Integrability of Distributions

Cited in

(12)

• Rough path recursions and diffusion approximations
• Convergence implications via dual flow method
• Finite dimensional approximations to Wiener measure and path integral formulas on manifolds
• Geometric ergodicity of discrete-time approximations to multivariate diffusions
• Approach to equilibrium of particles diffusing on curved surfaces
• Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold
• Chirikov and Nekhoroshev diffusion estimates: bridging the two sides of the river
• Jump-diffusion Markov processes on orthogonal groups for object pose estimation
• Small time chaos approximations for heat kernels of multidimensional diffusions
• scientific article; zbMATH DE number 4011582 (Why is no real title available?)
• Tensor approximation of generalized correlated diffusions and functional copula operators
• Stochastic approximation finite element method: analytical formulas for multidimensional diffusion process

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