G-convergence of generators and weak convergence of diffusions

 Access to full text

 Full (PDF)

1. [1] D. Aldous, Stopping Times and Tightness, Ann. of Proba., t. 6, 1978, p. 335-340. Zbl0391.60007MR474446
2. [2] R.A. Adams, Sobolev Spaces, Academic Press, New York, 1975. Zbl0314.46030MR450957
3. [3] A. Bensoussan, J.L. Lions, Applications des inéquations variationnelles en contrôle stochastique, Bordas (Dunod), Paris, 1978. Zbl0411.49002MR513618
4. [4] A. Bensoussan, J.L. Lions, G. Papanicolaou, Asymptotic Analysis for Periodic Structure, North-Holland, New York, 1978. Zbl0404.35001MR503330
5. [5] P. Billingsley, Convergence of Probability Measures, Wiley, New York, 1968. Zbl0172.21201MR233396
6. [6] M. Chicco, Solvability of the Dirichelet Problem in H2,p(Ω) for a Class of Linear Second Order Elliptic Partial Differential Equations. Bollettino UMI, t. 4, 1971, p. 374-387. Zbl0215.45406MR298209
7. [7] E. De GIORGI, S. Spagnolo, Sulla convergenza degli integrali dell'energia per operatori ellittici del secondo ordine, Bollettino UMI, t. 8, 1973, p. 391-411. Zbl0274.35002MR348255
8. [8] A. Friedmann, Stochastic Differential Equations and Applications, Vol. 1, Academic Press, New York, 1975. Zbl0323.60056MR494490
9. [9] D. Gilbarg, N.S. Trudinger, Elliptic Partial Differential Equations of Second Order, Springer-Verlag, Berlin, 1977. Zbl0361.35003MR473443
10. [10] N.V. Krylov, Certain Bounds on the Density of the Distribution of Stochastic Integrals, Izv. Akad. Nauk., t. 38, 1974, p. 228-248. Zbl0293.60049
11. [11] O.A. Ladizenskaja, V.A. Solonnikov, N.N. Uralceva, Linear and Quasi-linear Equations of Parabolic Type, American Mathematical Society, Providence, 1968. Zbl0174.15403
12. [12] J.L. Lions, E. Magenes, Problèmes aux limites non homogènes et Applications, Vol. 3, Dunod, Paris, 1968. Zbl0197.06701MR291887
13. [13] J.L. Lions, Équations différentielles opérationnelles et problèmes aux limites, Springer-Verlag, Berlin, 1961. Zbl0098.31101MR153974
14. [14] M. Métivier, Sufficient Conditions for Tightness and Weak Convergence of a Sequence of Processes, University of Minnesota, Minneapolis. 
15. [15] N.G. Meyers, An Lp-estimate for the Gradient of Solutions of Second Order Elliptic Divergence Equation, Ann. Scuola Normale Superiore Pisa, t. 17, 1963, p. 189-206. Zbl0127.31904MR159110
16. [16] R. Rebolledo, La méthode des martingales appliquée à l'étude de la convergence en loi de processus, Bull. Soc. Mat. France mémoire, t. 62, 1979. Zbl0425.60036
17. [17] S. Spagnolo, Sul limite delle soluzioni di problemi di Cauchy relativi alla equazione del calore, Ann. Scuola Norm. Sup. Pisa, t. 21, 1967, p. 657-699. Zbl0153.42103MR225015
18. [18] S. Spagnolo, Sulla convergenza di soluzioni di equazioni ellittiche e paraboliche, Ann. Scuola Norm. Sup. Pisa, t. 22, 1968, p. 571-597. Zbl0174.42101MR240443
19. [19] D.W. Strook, S.R.S. Varadhan, Multidimensional Diffusion Processes, Springer-Verlag, New York, 1979. Zbl0426.60069MR532498
20. [20] D.W. Strook, S.R.S. Varadhan, Diffusion Processes with continuous coefficients I, II, Comm. Pure Appl. Math., t. 24, 1969, p. 345-400, p. 479-530. Zbl0175.44802MR253426
21. [21] A.K. Zvonkin, A transformation of the phase space of a Diffusion Process that Removes the Drift, Math. Sbornik, t. 93, 1974, p. 135, (English transl., Math. USSR Sbornik, t. 22, 1974, p. 129-145). Zbl0291.60036MR336813