The Library
Limits of random differential equations on manifolds
Tools
Tools
Tools
Li, X.-M. (2016) Limits of random differential equations on manifolds. Probability Theory and Related Fields, 166 (3-4). pp. 659-712. doi:10.1007/s00440-015-0669-x ISSN 0178-8051.
|
PDF
WRAP_Probab.Theory.pdf - Accepted Version - Requires a PDF viewer. Download (820Kb) | Preview |
Official URL: http://dx.doi.org/10.1007/s00440-015-0669-x
Abstract
Consider a family of random ordinary differential equations on a manifold driven by vector fields of the form ∑kYkαk(zϵt(ω)) where Yk are vector fields, ϵ is a positive number, zϵt is a 1ϵL0 diffusion process taking values in possibly a different manifold, αk are annihilators of ker(L∗0) . Under Hörmander type conditions on L0 we prove that, as ϵ approaches zero, the stochastic processes yϵtϵ converge weakly and in the Wasserstein topologies. We describe this limit and give an upper bound for the rate of the convergence.
| Item Type: | Journal Article | ||||||
|---|---|---|---|---|---|---|---|
| Subjects: | Q Science > QA Mathematics | ||||||
| Divisions: | Faculty of Science, Engineering and Medicine > Science > Mathematics | ||||||
| Library of Congress Subject Headings (LCSH): | Differential equations, Manifolds (Mathematics) | ||||||
| Journal or Publication Title: | Probability Theory and Related Fields | ||||||
| Publisher: | Springer | ||||||
| ISSN: | 0178-8051 | ||||||
| Official Date: | December 2016 | ||||||
| Dates: |
|
||||||
| Volume: | 166 | ||||||
| Number: | 3-4 | ||||||
| Number of Pages: | 57 | ||||||
| Page Range: | pp. 659-712 | ||||||
| DOI: | 10.1007/s00440-015-0669-x | ||||||
| Status: | Peer Reviewed | ||||||
| Publication Status: | Published | ||||||
| Access rights to Published version: | Restricted or Subscription Access | ||||||
| Date of first compliant deposit: | 3 June 2016 | ||||||
| Date of first compliant Open Access: | 1 October 2016 |
Request changes or add full text files to a record
Repository staff actions (login required)
 |
View Item |
Downloads
Downloads per month over past year
