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

zbMATH Open0549.60032MaRDI QIDQ800028FDOQ800028

Authors: Hiroshi Kunita 

Publication date: 1984

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

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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)

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
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• Convergence of solutions of stochastic differential equations to the Arratia flow
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• Limits of random differential equations on manifolds
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