A limit theorem with strong mixing in banach space and two applications to stochastic differential equations
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Publication:5667336
DOI10.1002/cpa.3160260405zbMath0253.60065OpenAlexW2055437364MaRDI QIDQ5667336
George S. Papanicolaou, Srinivasa R. S. Varadhan
Publication date: 1973
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.3160260405
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Convergence of probability measures (60B10) Stochastic analysis (60H99) Limit theorems in probability theory (60F99)
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