LIMIT THEOREM FOR STOCHASTIC DIFFERE

LIMIT THEOREM FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALES IN MANIFOLDS

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

作 者： Xie Peng   作者單位： Department of Mathematics, Huazhong University of Science and Technology, Wuhan 430074, China  刊 名： 數學物理學報（英文版）  ISTIC SCI 英文刊名： ACTA MATHEMATICA SCIENTIA  年，卷(期)： 2005 25(4)  分類號： O1  關鍵詞： Limit theorem   stochastic differential equation   manifold  

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