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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 3, Pages 597–606 (Mi tvp2607)  

This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

Limit theorems for the processes of diffusion in $R^m$

S. I. Pisanec

Kiev
Full-text PDF (500 kB) Citations (1)
Abstract: Let $\xi_t^{(n)}$ ($n=0,1,\dots$) be a sequence of solutions of stochastic differential equations
$$ d\xi_t^{(n)}=\alpha_t^{(n)}(\xi^{(n)})dt+\beta_t(\xi^{(n)})dw_t,\qquad \xi_0^{(n)}=\xi_0,\ 0\le t\le T,\ n=0,1,\dots $$
In the paper we study the conditions which are sufficient for
$$ \lim_{n\to\infty}\mathbf M|\xi_t^{(n)}-\xi_t^{(0)}|^2=0,\qquad t\le T, $$
or for
$$ \lim_{n\to\infty}\mathbf M\biggl|\int_0^t\alpha_s^{(n)}(\eta)\,ds- \int_0^t\alpha_s^{(0)}(\eta)\,ds\biggr|^2=0,\qquad t\le T, $$
where $\eta_t$ is the solution of an equation
$$ \alpha\eta_t=\beta_t(\eta)\,dw_t,\qquad \eta_0=\xi_0,\qquad t\le T. $$
Received: 31.07.1978
English version:
Theory of Probability and its Applications, 1982, Volume 26, Issue 3, Pages 587–594
DOI: https://doi.org/10.1137/1126064
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. I. Pisanec, “Limit theorems for the processes of diffusion in $R^m$”, Teor. Veroyatnost. i Primenen., 26:3 (1981), 597–606; Theory Probab. Appl., 26:3 (1982), 587–594
Citation in format AMSBIB
\Bibitem{Pis81}
\by S.~I.~Pisanec
\paper Limit theorems for the processes of diffusion in $R^m$
\jour Teor. Veroyatnost. i Primenen.
\yr 1981
\vol 26
\issue 3
\pages 597--606
\mathnet{http://mi.mathnet.ru/tvp2607}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=627866}
\zmath{https://zbmath.org/?q=an:0487.60052|0466.60057}
\transl
\jour Theory Probab. Appl.
\yr 1982
\vol 26
\issue 3
\pages 587--594
\crossref{https://doi.org/10.1137/1126064}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1981PA76400013}
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  • https://www.mathnet.ru/eng/tvp2607
  • https://www.mathnet.ru/eng/tvp/v26/i3/p597
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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