Convergence of stochastic flows connected with stochastic ordinary differential equations

DOI10.1080/17442508608833391zbMATH Open0612.60051OpenAlexW1964910884MaRDI QIDQ3753204FDOQ3753204

Authors: Hiroshi Kunita 

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833391

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zbMATH Keywords

weak and strong convergencestochastic flowapproximation problemsequence of stochastic ordinary differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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• Stochastic approximation methods for constrained and unconstrained systems
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• On the relation between ordinary and stochastic differential equations
• Mécanique aléatoire
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• A limit theorem for turbulent diffusion
• A class of approximations of Brownian motion
• An Application of the Sobolev Imbedding Theorems to Criteria for the Continuity of Processes with a Vector Parameter

Cited In (8)

• Convergence implications via dual flow method
• On isotropic brownian motions
• Rough flows
• Convergence Along Mean Flows
• Title not available (Why is that?)
• Convergence in probability for perturbed stochastic integral equations
• A Stroock Varadhan support theorem in non-linear filtering theory
• On the convergence of solutions of stochastic ordinary differential equations as stochastic flows of diffeomorphisms

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