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(shù)學(xué)物理學(xué)報(bào)（英文版）  ISTIC SCI 英文刊名： ACTA MATHEMATICA SCIENTIA  年，卷(期)： 2005 25(4)  分類(lèi)號(hào)： O1  關(guān)鍵詞： Limit theorem   stochastic differential equation   manifold  

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