Limit theorems for stochastic difference-differential equations

DOI10.1017/S0027763000004116MaRDI QIDQ4025582zbMATH OpenFDO

Authors Tsukasa Fujiwara, Hiroshi Kunita

Publication date 18 February 1993

Published in Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0027763000004116

zbMATH Keywords

càdlàg processLévy's infinitesimal generatorSkorokhod spacestochastic difference-differential equation

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

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• A limit theorem for turbulent diffusion
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• On the jump-diffusion approximation of stochastic difference equations driven by a mixing sequence
• On the relation between ordinary and stochastic differential equations
• Stability of strong solutions of stochastic differential equations
• Stopping times and tightness

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(18)

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• Diffusion approximations of some stochastic difference equations revisited
• Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering
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• Stochastic spikes and strong noise limits of stochastic differential equations
• Limit theorems for random difference equations driven by mixing processes
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• Large deviation theory for stochastic difference equations
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• scientific article; zbMATH DE number 758215 (Why is no real title available?)
• Markov chains approximation of jump-diffusion stochastic master equations

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