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A multiflow approximation to diffusions

Published:1991-04 Issue:2 Volume:37 Page:213-237
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Amit Yali

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference9 articles.

1. Ergodic properties of Markov processes driven by a set of vector fields;Amit;Stochastics and Stochastic Reports,1989

2. Approximations to diffusions and their ergodic properties;Amit,1988

3. Stochastic Differential Equations on Manifolds;Elworthy,1982

4. Intégrales stochastiques multiplicatives, et construction de diffusions sur un groupe de Lie;Ibero;Bull. Sci. Math.,1976

5. Stochastic Differential Equations and Diffusion Processes;Ikeda,1981

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