Asymptotic results for mixing random ordinary differential equations

B. Lukacher; E. Merzbach

Asymptotic results for mixing random ordinary differential equations

Department of General History

Research output: Contribution to journal › Article › peer-review

Abstract

It is proved that a broad class of processes defined by stochastic differential equations, converge to diffusion Markov processes. The conditions which are required involve only almost sure inequalities and, therefore, extend previous results of Papanicolaou and Kohler.

Original language	American English
Pages (from-to)	111-124
Journal	Functional Differential Equations
Volume	4
Issue number	1-2
State	Published - 2004

Cite this

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abstract = "It is proved that a broad class of processes defined by stochastic differential equations, converge to diffusion Markov processes. The conditions which are required involve only almost sure inequalities and, therefore, extend previous results of Papanicolaou and Kohler.",

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JO - Functional Differential Equations

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Asymptotic results for mixing random ordinary differential equations

Abstract

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