Limit theorems for stochastic difference-differential equations

There are extensive works on the limit theorems for sequences of stochastic ordinary differential equations written in the form:where is a stochastic process and is a deterministic function, both of which take values in the space of vector fields. The case where {ftn} n satisfies certain mixing conditions has been studied by Khas’minskii [7], Kesten-Papanicolaou [6] and others.