A multiflow approximation to diffusions

DOI10.1016/0304-4149(91)90044-DzbMath0734.60080MaRDI QIDQ811018

Yali Amit

Publication date: 1991

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsBrownian pathsmoothness conditionsinvariant probability measure of a diffusionpiecewise differentiable approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (3)

Approach to equilibrium of particles diffusing on curved surfaces ⋮ Finite dimensional approximations to Wiener measure and path integral formulas on manifolds ⋮ Jump-diffusion Markov processes on orthogonal groups for object pose estimation

Cites Work

• Ergodic properties of markov processes driven by a set of vector fields
• Orbits of Families of Vector Fields and Integrability of Distributions
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