LIMIT THEOREM FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALES IN MANIFOLDS

数学物理学报(英文版)

LIMIT THEOREM FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALES IN MANIFOLDS

谢鹏

Department of Mathematics, Huazhong University of Science and Technology, Wuhan 430074, China

出版日期:2005-10-11 发布日期:2005-10-11
基金资助:
Work supported by 973 project.

LIMIT THEOREM FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALES IN MANIFOLDS

Xie Peng

Department of Mathematics, Huazhong University of Science and Technology, Wuhan 430074, China

Online:2005-10-11 Published:2005-10-11
Supported by:
Work supported by 973 project.

摘要/Abstract

摘要：

In this paper the limit theorem for stochastic differential equation driven by
semimartingale on general compact manifold is proved.

中图分类号:

60H10

谢鹏. LIMIT THEOREM FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALES IN MANIFOLDS[J]. 数学物理学报(英文版), 2005, 25(4): 639-646.

Xie Peng. LIMIT THEOREM FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALES IN MANIFOLDS[J]. Acta mathematica scientia,Series B, 2005, 25(4): 639-646.

[1]	吴臻. FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH STOPPING TIME[J]. 数学物理学报(英文版), 2004, 24(1): 91-99.
[2]	刘坤会, 秦明达, 陆传赉. THE EXISTENCE AND UNIQUENESS OF SOLUTION FOR A CLASS OF STOCHASTIC FUNCTIONAL EQUATIONS ON S.P. SPACE[J]. 数学物理学报(英文版), 2001, 21(3): 391-400.
[3]	周少甫, 王湘君. STOCHASTIC DIFFERENTIAL UTILITY UNDER ON-LIPSCHITZ CONDITIONS 1[J]. 数学物理学报(英文版), 2000, 20(4): 476-484.
[4]	胡耀忠. MULTI-DIMENSIONAL GEOMETRIC BROWNIAN MOTIONS, ONSAGER-MACHLUP FUNCTIONS, AND APPLICATIONS TO MATHEMATICAL FINANCE[J]. 数学物理学报(英文版), 2000, 20(3): 341-358.

LIMIT THEOREM FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALES IN MANIFOLDS

LIMIT THEOREM FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALES IN MANIFOLDS

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