LIMIT THEOREM WITH STRONG MIXING IN BANACH SPACE AND 2 APPLICATIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS

被引：59

作者：

PAPANICOLAOU, GC ^{[1
]}

VARADHAN, SR ^{[1
]}

机构：

[1] NYU, COURANT INST MATH SCI, NEW YORK, NY 10003 USA

来源：

COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS | 1973年 / 26卷 / 04期

关键词：

D O I：

10.1002/cpa.3160260405

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：497 / 524

页数：28

共 24 条

[1]

[Anonymous], 1957, AM MATH SOC COLL PUB

[2] GEOMETRY OF COUPLED MODE PROPAGATION IN ONE-DIMENSIONAL RANDOM MEDIA [J].

BURRIDGE, R ;

PAPANICO.G .

COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1972, 25 (06) :715-757

[3] 2 LIMIT THEOREMS FOR RANDOM DIFFERENTIAL EQUATIONS [J].

COGBURN, R ;

HERSH, R .

INDIANA UNIVERSITY MATHEMATICS JOURNAL, 1973, 22 (11) :1067-1088

[4]

Grenander U., 1963, PROBABILITIES ALGEBR

[5] THEORY OF RANDOM EVOLUTIONS WITH APPLICATIONS TO PARTIAL DIFFERENTIAL EQUATIONS [J].

GRIEGO, R ;

HERSH, R .

TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1971, 156 (MAY) :405-&

[6]

Helgason S., 1962, DIFFERENTIAL GEOMETR

[7] NON-COMMUTING RANDOM EVOLUTIONS, AND AN OPERATOR-VALUED FEYNMAN-KAC FORMULA [J].

HERSH, R ;

PAPANICO.G .

COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1972, 25 (03) :337-&

[8]

Hunt G. A., 1956, T AM MATH SOC, V81, P264

[9]

Ito K., 1950, NAGOYA MATH J, V1, P35

[10]

Ito K., 1950, P JAPAN ACAD, V26, P4

← 1 2 3 →