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On some limit theorems for solutions of stochastic differential equations

  • Shigetoku Kawabata
  • Toshio Yamada
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 920)

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References

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    Ikeda, N., Watanabe, S.: Stochastic Differential Equations and Diffusion Processes, North-Holland/Kodansha, Amsterdam, Oxford, New York, Tokyo, (1981).zbMATHGoogle Scholar
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    Itô, K.: On stochastic differential equations, Mem. Amer. Math. Soc. 4, (1951).Google Scholar
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    Maruyama, G.: Continuous Markov processes and stochastic equations, Rend. Circ. Mat. Palermo, Ser. 2, T. 4, 48–90 (1955).MathSciNetCrossRefzbMATHGoogle Scholar
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    Meyer, P. A., Priouret, P., Spitzer, F.: Ecole d'Eté de Probabilités de Saint-Flour 1973, Lecture Notes in Math. Vol. 390, Springer-Verlag, Berlin, Heidelberg, New York, (1974).CrossRefzbMATHGoogle Scholar
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    Okabe, Y., Shimizu, A.: On the pathwise uniqueness of solutions of stochastic differential equations, J. Math. Kyoto Univ. Vol. 15, No. 2, 455–466 (1975).MathSciNetzbMATHGoogle Scholar
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    Stroock, D. W., Varadhan, S. R. S.: Multidimensional Diffusion Processes, Springer-Verlag, Berlin, Heidelberg, New York, (1979).zbMATHGoogle Scholar
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    Yamada, T., Watanabe, S.: On the uniqueness of solutions of stochastic differential equations, J. Math. Kyoto Univ. Vol. 11, No. 1, 155–167 (1971).MathSciNetzbMATHGoogle Scholar

Copyright information

© Springer-Verlag 1982

Authors and Affiliations

  • Shigetoku Kawabata
    • 1
  • Toshio Yamada
    • 1
  1. 1.Department of Applied ScienceKyushu UniversityFukuokaJapan

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