Weak convergence of infinite-dimensional diffusions1

DOI10.1080/07362999708809484MaRDI QIDQ4349663zbMATH OpenOpenAlexFDO

Authors Jan Seidler

Publication date 19 April 1998

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999708809484

zbMATH Keywords

infinite-dimensional diffusionmartingale solutionweak convergence

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Cites work

• A note on nonlinear stochastic equations in Hilbert spaces
• scientific article; zbMATH DE number 3649253 (Why is no real title available?)
• scientific article; zbMATH DE number 3602126 (Why is no real title available?)
• On abstract parabolic fundamental solutions
• On uniqueness in law of solutions to stochastic evolution equations in hilbert spaces
• Uniqueness and absolute continuity of weak solutions for parabolic SPDE's
• Weak convergence to a Markov process: The martingale approach

Cited in

(14)

• Weak convergence to a Markov process: The martingale approach
• SPDE limit of weakly inhomogeneous ASEP
• Limit theorems for cylindrical martingale problems associated with Lévy generators
• On weak convergence of one-dimensional diffusions with time-dependent coefficients
• scientific article; zbMATH DE number 4138885 (Why is no real title available?)
• scientific article; zbMATH DE number 4054737 (Why is no real title available?)
• scientific article; zbMATH DE number 1779821 (Why is no real title available?)
• On weak solutions of stochastic equations in Hilbert spaces
• scientific article; zbMATH DE number 4188905 (Why is no real title available?)
• On weak convergence of quasi-infinitely divisible laws
• The martingale problem method revisited
• Approximating the coefficients in semilinear stochastic partial differential equations
• Continuous dependence on the coefficients for mean-field fractional stochastic delay evolution equations
• Weak limits of empirical measures for a family of diffusion processes

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