On some limit theorems for solutions of stochastic differential equations

Shigetoku Kawabata; Toshio Yamada

Séminaire de probabilités de Strasbourg (1982)

  • Volume: 16, page 412-441

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Kawabata, Shigetoku, and Yamada, Toshio. "On some limit theorems for solutions of stochastic differential equations." Séminaire de probabilités de Strasbourg 16 (1982): 412-441. <http://eudml.org/doc/113396>.

@article{Kawabata1982,
author = {Kawabata, Shigetoku, Yamada, Toshio},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stability of stochastic differential equation; limit theorems; pathwise uniqueness},
language = {eng},
pages = {412-441},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On some limit theorems for solutions of stochastic differential equations},
url = {http://eudml.org/doc/113396},
volume = {16},
year = {1982},
}

TY - JOUR
AU - Kawabata, Shigetoku
AU - Yamada, Toshio
TI - On some limit theorems for solutions of stochastic differential equations
JO - Séminaire de probabilités de Strasbourg
PY - 1982
PB - Springer - Lecture Notes in Mathematics
VL - 16
SP - 412
EP - 441
LA - eng
KW - stability of stochastic differential equation; limit theorems; pathwise uniqueness
UR - http://eudml.org/doc/113396
ER -

References

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  1. (1) Ikeda, N., Watanabe, S. : Stochastic Differential Equations and Diffusion Processes, North-Holland/Kodansha, Amsterdam, Oxford, New York, Tokyo, (1981). Zbl0495.60005MR637061
  2. (2) Itô, K. : On stochastic differential equations, Mem. Amer. Math. Soc.4, (1951). Zbl0054.05803MR40618
  3. (3) Maruyama, G. : Continuous Markov processes and stochastic equations, Rend. Circ. Mat. Palermo, Ser. 2, T. 4, 48-90 (1955). Zbl0053.40901MR71666
  4. (4) Meyer, P.A., Priouret, P., Spitzer, F. : Ecole d'Eté de Probabilités de Saint-Flour1973, Lecture Notes in Math. Vol. 390, Springer-Verlag, Berlin, Heidelberg, New York, (1974). Zbl0277.00014
  5. (5) Okabe, Y., Shimizu, A. : On the pathwise uniqueness of solutions of stochastic differential equations, J. Math. Kyoto Univ. Vol. 15, No. 2, 455-466 (1975). Zbl0353.60055MR380989
  6. (6) Stroock, D.W., Varadhan, S.R.S. : Multidimensional Diffusion Processes, Springer-Verlag, Berlin, Heidelberg, New York, (1979). Zbl0426.60069MR532498
  7. (7) Yamada, T., Watanabe, S. : On the uniqueness of solutions of stochastic differential equations, J. Math. Kyoto Univ. Vol. 11, No. 1, 155-167 (1971). Zbl0236.60037MR278420

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