Acta mathematica scientia,Series B

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LIMIT THEOREM FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALES IN MANIFOLDS

Xie Peng   

  1. 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.

Abstract:

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

Key words: Limit theorem, stochastic differential equation, manifold

CLC Number: 

  • 60H10
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