On the convergence of stochastic integrals driven by processes converging on account of a homogenization property

DOI10.1214/EJP.v7-117zbMath1007.60018MaRDI QIDQ1858665

Antoine Lejay

Publication date: 13 February 2003

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122455

zbMATH Keywords

stochastic differential equationsLévy areaconditions UT and UCVgood sequence of semimartingales

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Functional limit theorems; invariance principles (60F17)

Related Items (6)

Multiscale analysis of semilinear damped stochastic wave equations ⋮ On \((p,q)\)-rough paths ⋮ Stochastic differential equations driven by processes generated by divergence form operators II: convergence results ⋮ Rough invariance principle for delayed regenerative processes ⋮ Yet another introduction to rough paths ⋮ Anomalous thermodynamics in homogenized generalized Langevin systems

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