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Matematicheskie Zametki, 1968, Volume 4, Issue 5, Pages 599–610 (Mi mzm6779)  
Limit distribution of additive functionals of diffusion processes

R. Z. Khas'minskii

Institute for Information Transmission Problems, USSR Academy of Sciences
Full-text PDF (665 kB)
Abstract: We shall investigate the asymptotic behavior of a bounded solution of problem (2) for $s\to0$. The results are applied to the study of the behavior of the solution of a parabolic equation for $t\to\infty$ and of the limit behavior of some functionals of Markov processes.
Received: 02.01.1968
English version:
Mathematical Notes, 1968, Volume 4, Issue 5, Pages 850–856
DOI: https://doi.org/10.1007/BF01111322
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: R. Z. Khas'minskii, “Limit distribution of additive functionals of diffusion processes”, Mat. Zametki, 4:5 (1968), 599–610; Math. Notes, 4:5 (1968), 850–856
Citation in format AMSBIB
\Bibitem{Kha68}
\by R.~Z.~Khas'minskii
\paper Limit distribution of additive functionals of diffusion processes
\jour Mat. Zametki
\yr 1968
\vol 4
\issue 5
\pages 599--610
\mathnet{http://mi.mathnet.ru/mzm6779}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=239660}
\zmath{https://zbmath.org/?q=an:0187.14702}
\transl
\jour Math. Notes
\yr 1968
\vol 4
\issue 5
\pages 850--856
\crossref{https://doi.org/10.1007/BF01111322}
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