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Theory of Stochastic Processes, 2018, Volume 23(39), Issue 2, Pages 80–91 (Mi thsp296)  

Convergence of solutions of SDEs to Harris flows

M. B. Vovchanskii

Department of Theory of Random Processes, Institute of Mathematics, National Academy of Sciences of Ukraine, Tereshchenkivska Str. 3, Kiev 01601, Ukraine
References:
Abstract: A method of the approximation of a coalescing Harris flow with homeomorphic stochastic flows built as solutions to SDEs w.r.t. continuous martingales with spatial parameters in the sense of Kunita is proposed. The joint convergence of forward and backward flows as diffusions is obtained, as well as the joint convergence of forward and backward transformations of the real axe under the action of the flows.
Keywords: Harris flow, Stochastic Flow, Stochastic Differential Equations, Martingale Problem, Random Measure.
Document Type: Article
MSC: Primary 60H10, 60G44, 60G60; Secondary 60G57
Language: English
Citation: M. B. Vovchanskii, “Convergence of solutions of SDEs to Harris flows”, Theory Stoch. Process., 23(39):2 (2018), 80–91
Citation in format AMSBIB
\Bibitem{Vov18}
\by M.~B.~Vovchanskii
\paper Convergence of solutions of SDEs to Harris flows
\jour Theory Stoch. Process.
\yr 2018
\vol 23(39)
\issue 2
\pages 80--91
\mathnet{http://mi.mathnet.ru/thsp296}
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