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Limit theorems for stochastic difference-differential equations
Published online by Cambridge University Press: 22 January 2016
Extract
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.
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- Copyright © Editorial Board of Nagoya Mathematical Journal 1992
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