Geodesic
Convergence of solutions of SDEs to Harris flows
Teoriâ slučajnyh processov, Tome 23 (2018) no. 2, pp. 80-91

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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. 
@article{THSP_2018_23_2_a7,
     author = {M. B. Vovchanskii},
     title = {Convergence of solutions of {SDEs} to {Harris} flows},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {80--91},
     publisher = {mathdoc},
     volume = {23},
     number = {2},
     year = {2018},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2018_23_2_a7/}
}
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M. B. Vovchanskii. Convergence of solutions of SDEs to Harris flows. Teoriâ slučajnyh processov, Tome 23 (2018) no. 2, pp. 80-91. http://geodesic.mathdoc.fr/item/THSP_2018_23_2_a7/