Limits of random differential equations on manifolds

DOI10.1007/S00440-015-0669-XzbMATH Open1356.60056arXiv1501.04793OpenAlexW1821004611MaRDI QIDQ343785FDOQ343785

Authors: Xue-Mei Li 

Publication date: 29 November 2016

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: Consider a family of random ordinary differential equations on a manifold driven by vector fields of the form $su{m}_k{Y}_{k}alph{a}_k(z_t^{e}psilon(omega))$ where $Y_k$ are vector fields, $epsilon$ is a positive number, $z_t^{e}psilon$ is a $1overepsilon{mathcalL}_0$ diffusion process taking values in possibly a different manifold, $alph{a}_k$ are annihilators of $ker({mathcalL}_0^{\ast })$. Under H"ormander type conditions on ${mathcalL}_0$ we prove that, as $epsilon$ approaches zero, the stochastic processes $y_{toverepsilon}^{e}psilon$ converge weakly and in the Wasserstein topologies. We describe this limit and give an upper bound for the rate of the convergence.

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

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zbMATH Keywords

manifoldsdiffusionsaverage principlerandom ordinary differential equationsHörmander conditions

Mathematics Subject Classification ID

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

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