On Lipschitz dependence in systems with differentiated inputs

DOI10.1007/BF01450568MaRDI QIDQ802210zbMATH OpenFDO

Authors Werner Römisch, Anton Wakolbinger

Publication date 1985

Published in Mathematische Annalen (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/164010

zbMATH Keywords

Lipschitz continuitypreservation of convergence ratesSkorokhod-type metrics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• scientific article; zbMATH DE number 4083454
• Lipschitz and asymptotic stability for perturbed nonlinear differential systems
• scientific article; zbMATH DE number 1439683
• On Lipschitz conditions of infinite dimensional systems
• LIPSCHITZ STABILITY FOR PERTURBED FUNCTIONAL DIFFERENTIAL SYSTEMS
• LIPSCHITZ AND ASYMPTOTIC STABILITY OF PERTURBED FUNCTIONAL DIFFERENTIAL SYSTEMS
• Publication:4489943
• Lipschitz stability of nonlinear systems of differential equations
• Lipschitz and asymptotic stability for perturbed functional differential systems
• Publication:4864942

Cites work

• scientific article; zbMATH DE number 3684634 (Why is no real title available?)
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 3456236 (Why is no real title available?)
• scientific article; zbMATH DE number 3457949 (Why is no real title available?)
• scientific article; zbMATH DE number 3560487 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• An approximation of partial sums of independent RV's, and the sample DF. II
• Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures
• Modeling and approximation of stochastic differential equations driven by semimartingales^†
• On rates of convergence for the invariance principle
• On the gap between deterministic and stochastic ordinary differential equations
• Preservation of rates of convergence under mappings
• Rate of convergence of an approximate solution of stochastic differential equations
• Rate of convergence of uniform transport processes to brownian motion and application to stochastic integrals
• Smooth representation of systems with differentiated inputs
• Speeds of metric probability convergence

Cited in

(6)

• Rate of convergence of transport processes with an application to stochastic differential equations
• Simultaneous time and chance discretization for stochastic differential equations
• Integrating Lipschitzian dynamical systems using piecewise algorithmic differentiation
• Lipschitz continuity of polyhedral Skorokhod maps
• scientific article; zbMATH DE number 4018032 (Why is no real title available?)
• Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures

This page was built for publication: On Lipschitz dependence in systems with differentiated inputs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q802210)