Asymptotic properties of asymptotically homogeneous diffusion processes on a compact manifold

Osamu TAKEYAMA

doi:10.2969/jmsj/03740637

Osamu TAKEYAMA

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JOURNAL FREE ACCESS

1985 Volume 37 Issue 4 Pages 637-650

DOI https://doi.org/10.2969/jmsj/03740637

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Published: 1985 Received: July 09, 1984 Available on J-STAGE: October 20, 2006 Accepted: - Advance online publication: - Revised: -
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Date of correction: October 20, 2006 Reason for correction: - Correction: CITATION Details: Wrong : 1) A. Bensoussan, J. L. Lions and G. Papanicolaou, Asymptotic Analysis for Periodic Structures, North-Holland, Amsterdam, 1978.
2) R. N. Bhattacharya and S. Ramasubramanian, Recurrence and ergodicity of diffusions, J. Multivariate Anal., 12 (1982), 95-122.
3) M. D. Donsker and S. R. S. Varadhan, Asymptotic evaluation of certain Wiener integrals for large time, Proceeding of International Conference on Function Space Integration, Oxford, 1974, 15-33.
4) M. D. Donsker and S. R. S. Varadhan, Asymptotic evaluation of certain Markov process expectation for large time. I, Comm. Pure Appl. Math., 28 (1975),1-47; III, Comm. Pure Appl. Math., 29 (1976), 389-461.
5) N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes, Kodansha, 1981.
6) R, S. Liptser and A. N Shiryayev, A functional limit theorem for semimartingales, Theor. Probability Appl., 25 (1980), 667-688.
7) D. W. Strook and S. R. S. Varadhan, Multidimensional Diffusion Processes, Springer-Verlag, 1979.

Right : [1] A. Bensoussan, J. L. Lions and G. Papanicolaou, Asymptotic Analysis for Periodic Structures, North-Holland, Amsterdam, 1978.
[2] R. N. Bhattacharya and S. Ramasubramanian, Recurrence and ergodicity of diffusions, J. Multivariate Anal., 12 (1982), 95-122.
[3] M. D. Donsker and S. R. S. Varadhan, Asymptotic evaluation of certain Wiener integrals for large time, Proceeding of International Conference on Function Space Integration, Oxford, 1974, 15-33.
[4] M. D. Donsker and S. R. S. Varadhan, Asymptotic evaluation of certain Markov process expectation for large time. I, Comm. Pure Appl. Math., 28 (1975), 1-47; III, Comm. Pure Appl. Math., 29 (1976), 389-461.
[5] N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes, Kodansha, 1981.
[6] R. S. Liptser and A. N Shiryayev, A functional limit theorem for semimartingales, Theor. Probability Appl., 25 (1980), 667-688.
[7] D. W. Strook and S. R. S. Varadhan, Multidimensional Diffusion Processes, Springer-Verlag, 1979.

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