On the convergence of solutions of stochastic ordinary differential equations as stochastic flows of diffeomorphisms

MaRDI QIDQ800028zbMATH OpenFDO

Authors Hiroshi Kunita

Publication date 1984

Published in Osaka Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergence of measuresfunctional limit theoremsstochastic flows of diffeomorphisms

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

Recommendations

• Convergence of stochastic flows connected with stochastic ordinary differential equations
• scientific article; zbMATH DE number 3947337
• scientific article; zbMATH DE number 4161799
• scientific article; zbMATH DE number 1241972
• Limits of random differential equations on manifolds

Cited in

(11)

• Fluctuations in certain dynamical systems with averaging
• Convergence of stochastic flows connected with stochastic ordinary differential equations
• On the convergence of the Lie-Trotter formula for stochastic differential equations
• High order splitting schemes with complex timesteps and their application in mathematical finance
• Singular limit for stochastic reaction-diffusion equation and generation of random interfaces
• scientific article; zbMATH DE number 3930055 (Why is no real title available?)
• Convergence of solutions of stochastic differential equations to the Arratia flow
• scientific article; zbMATH DE number 2168971 (Why is no real title available?)
• Limits of random differential equations on manifolds
• scientific article; zbMATH DE number 4182462 (Why is no real title available?)
• scientific article; zbMATH DE number 3947337 (Why is no real title available?)

This page was built for publication: On the convergence of solutions of stochastic ordinary differential equations as stochastic flows of diffeomorphisms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q800028)