Lectures on topics in stochastic differential equations

Publication date: 1982

Published in: Lectures on Mathematics and Physics. Mathematics. Tata Institute of Fundamental Research (Search for Journal in Brave)

zbMATH Keywords

smoothness of solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (42)

Weak convergence to the multiple Stratonovich integral. ⋮ The probabilistic structure of controlled diffusion processes ⋮ A Kolmogorov and Tightness Criterion in Modular Besov Spaces and an Application to a Class of Gaussian Processes ⋮ A \(d\)-dimensional Brownian motion as a weak limit from a one-dimensional Poisson process ⋮ Ergodicity of truncated stochastic Navier Stokes with deterministic forcing and dispersion ⋮ Weak approximation of a fractional SDE ⋮ Approximation to two independent Gaussian processes from a unique Lévy process and applications ⋮ Weak convergence to isotropic complex \(S\alpha S\) random measure ⋮ Convergence in law to operator fractional Brownian motions ⋮ A note on the Gauss-Bonnet-Chern theorem for general connection ⋮ Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs ⋮ Averaging principle for multiscale nonautonomous random 2D Navier-Stokes system ⋮ Convergence in law to operator fractional Brownian motion of Riemann-Liouville type ⋮ Stochastic Volterra integral equations with a parameter ⋮ Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes. ⋮ Weak convergence of the complex fractional Brownian motion ⋮ On the convergence to the multiple subfractional Wiener-Itō integral ⋮ Approximations of fractional Brownian motion ⋮ Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise ⋮ Asymptotic behavior of the weak approximation to a class of Gaussian processes ⋮ Characterizing Gaussian flows arising from Itô's stochastic differential equations ⋮ The complex Brownian motion as a strong limit of processes constructed from a Poisson process ⋮ A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold ⋮ A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold ⋮ Propagation of maxima and strong maximum principle for viscosity solutions of degenerate elliptic equations. I: Convex operators ⋮ A weak limit theorem for generalized multifractional Brownian motion ⋮ Approximation of the finite dimensional distributions of multiple fractional integrals ⋮ A stochastic version of the jansen and rit neural mass model: analysis and numerics ⋮ Unnamed Item ⋮ On existence and uniqueness properties for solutions of stochastic fixed point equations ⋮ Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces ⋮ Approximations of a complex Brownian motion by processes constructed from a Lévy process ⋮ Deep Splitting Method for Parabolic PDEs ⋮ Backward stochastic differential equations with Young drift ⋮ GEOMETRIC ERGODICITY FOR DISSIPATIVE PARTICLE DYNAMICS ⋮ Diffusion equation techniques in stochastic monotonicity and positive correlations ⋮ On the convergence to the multiple Wiener-Itô integral ⋮ Continuity in a pathwise sense with respect to the coefficients of solutions of stochastic differential equations ⋮ Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. ⋮ Convergence in law to the multiple fractional integral. ⋮ Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case ⋮ Weak convergence to Rosenblatt sheet

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