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Limit theorems for stochastic difference-differential equations

Published online by Cambridge University Press:  22 January 2016

Tsukasa Fujiwara  and
Hiroshi Kunita
Tsukasa Fujiwara*
Affiliation:
Department of Applied Science, Kyushu University, 36 Fukuoka 812, Japan
Hiroshi Kunita*
Affiliation:
Department of Applied Science, Kyushu University, 36 Fukuoka 812, Japan
*
Department of Mathematics, Hyogo University of Teacher, Education Yashiro, Hyogo 673-14, Japan
Department of Mathematics, Hyogo University of Teacher, Education Yashiro, Hyogo 673-14, Japan
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There are extensive works on the limit theorems for sequences of stochastic ordinary differential equations written in the form:

where is a stochastic process and is a deterministic function, both of which take values in the space of vector fields. The case where {ftn} n satisfies certain mixing conditions has been studied by Khas’minskii [7], Kesten-Papanicolaou [6] and others.

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 127 , September 1992 , pp. 83 - 116
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1992

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