Limit theorems for stochastic difference-differential equations

DOI10.1017/S0027763000004116zbMath0760.60034MaRDI QIDQ4025582

Hiroshi Kunita, Tsukasa Fujiwara

Publication date: 18 February 1993

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Skorokhod spacecàdlàg processLévy's infinitesimal generatorstochastic difference-differential equation

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Related Items

Markov chains approximation of jump-diffusion stochastic master equations, Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering

Cites Work

• Unnamed Item
• Unnamed Item
• On the jump-diffusion approximation of stochastic difference equations driven by a mixing sequence
• Stability of strong solutions of stochastic differential equations
• Stopping times and tightness
• A limit theorem for turbulent diffusion
• On the relation between ordinary and stochastic differential equations