LIMIT THEOREM FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALES IN MANIFOLDS

LIMIT THEOREM FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALES IN MANIFOLDS

在线阅读下载PDF

导出

摘要 In this paper the limit theorem for stochastic differential equation driven by semimartingale on general compact manifold is proved. In this paper the limit theorem for stochastic differential equation driven by semimartingale on general compact manifold is proved.

作者谢鹏

机构地区 Department of Mathematics

出处《Acta Mathematica Scientia》 SCIE CSCD 2005年第4期639-646,共8页 数学物理学报（B辑英文版）

基金 Worksupportedby973project.

关键词 Limit theorem stochastic differential equation MANIFOLD Limit theorem, stochastic differential equation, manifold

分类号 O211.5 [理学—概率论与数理统计]

作者简介 E-mail： xiepeng@mail.hust, edu. cn

引文网络
相关文献

参考文献8

1Bismut J M. Méanique alétoire. Lect Notes in Mathematics, 866. Berlin, New York: Springer-Verlag, 1981
2Emery M. Stochastic calculus in manifolds. Universitext. Berlin, New York: Springer-Verlag, 1989
3Gross L. A Poincaré lemma for connection forms. J Funct Anal, 1985, 63:1-46
4Ikeda N, Watanabe S. Stochastic differential equations and diffusion processes. Second edition. NorthHolland Mathematical Library, 24. Amsterdam, New York: North-Holland Publishing Co, Tokyo: Kodansha, Ltd, 1989
5Malliavin P. Stochastic analysis. Grundlehren der Mathematischen Wissenschaften, 313. Berlin: SpringerVerlag, 1997
6Ren J. Analyse quasi-sure des équations différentielles stochastiques. Bull Sci Math, 1990, 114(2): 187-213
7Shigekawa I. On stochastic horizontal lifts. Z Wahrsch Verw Gebiete, 1982, 59(2): 211-221
8Stroock D, Varadhan S R S. On the support of diffusion processes with applications to the strong maximum principle. In Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971), Vol Ⅲ: Probability theory. Berkeley, Calif: Univ California Press, 1972. 333-359

1BAI Shan,HE Jiao.A Limit Theorem for Solutions of Backward Stochastic Differential Equations[J].Journal of China University of Mining and Technology,2005,15(3):271-274.
2严加安.THE CHANGE OF VARIABLES FORMULA FOR THE LOCAL TIMES OF SEMIMARTINGALES[J].Chinese Science Bulletin,1988,33(21):1755-1757.
3XiChengZHANG.Quasi-sure Limit Theorem of Parabolic Stochastic Partial Differential Equations[J].Acta Mathematica Sinica,English Series,2004,20(4):719-730. 被引量：2
4严加安.QUELQUES FORMULES SUR LE TEMPS LOCAL DES SEMIMARTINGALES[J].Chinese Science Bulletin,1980,25(7).
5刘继成.D_∞-APPROXIMATION OF PRODUCT VARIATIONS OF TWO PARAMETER SMOOTH SEMIMARTINGALES[J].Acta Mathematica Scientia,2004,24(2):235-246.
6ZHAO Shoujiang,GAO Fuqing School of Mathematics and Statistics,Wuhan University,Wuhan 430072,Hubei,China.A Necessary Condition on Comparison Theorem for One-Dimensional Stochastic Differential Equation[J].Wuhan University Journal of Natural Sciences,2010,15(1):13-15.
7Yu Qiang LI.A Fluctuation Type Limit Theorem for Ji(?)ina Processes with Immigration[J].Acta Mathematica Sinica,English Series,2009,25(8):1379-1388.
8REN JiaGang,WU Jing,ZHANG Hua.On existence,uniqueness and convergence of multi-valued stochastic diferential equations driven by continuous semimartingales[J].Science China Mathematics,2014,57(3):589-607. 被引量：1
9Yong ZHANG Xiaoyun YANG Zhishan DONG Dehui WANG.THE LIMIT THEOREM FOR DEPENDENT RANDOM VARIABLES WITH APPLICATIONS TO AUTOREGRESSION MODELS[J].Journal of Systems Science & Complexity,2011,24(3):565-579.
10Yong Xu,Rong Guo,Wei Xu.A limit theorem for the solutions of slow–fast systems with fractional Brownian motion[J].Theoretical & Applied Mechanics Letters,2014,4(1):22-25.

Acta Mathematica Scientia

2005年第4期

浏览历史

内容加载中请稍等...

LIMIT THEOREM FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALES IN MANIFOLDS

参考文献8

相关作者

相关机构

相关主题

浏览历史