Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 4, Pages 866–872 (Mi tvp2914)  

Short Communications

On the strong convergence of the sequence of diffusion type processes

S. I. Pisanec

Institute of Cybernetics AS Ukrainian SSR, Kiev
Abstract: Let $\xi_t^{(n)}$, $t\le T$ be the sequence of solutions of stochastic differential equations
$$ d\xi_t^{(n)}=\alpha_t^{(n)}(\xi_t^{(n)})\,dt+dw_t,\qquad\xi_t^{(n)}=0,\qquad n=0,1,\dots $$
In this paper we study the conditions under which
$$ \lim_{n\to\infty}\mathbf M\biggl|\int_0^t\alpha_s^{(n)}(w)\,ds- \int_0^t\alpha_s^{(0)}(w)\,ds\biggr|^2=0,\qquad t\le T, $$
and the conditions under which
$$ \lim_{n\to\infty}\mathbf M|\xi_t^{(n)}-\xi_t^{(0)}|^2=0,\qquad t\le T. $$
Received: 10.10.1977
English version:
Theory of Probability and its Applications, 1980, Volume 24, Issue 4, Pages 863–869
DOI: https://doi.org/10.1137/1124102
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. I. Pisanec, “On the strong convergence of the sequence of diffusion type processes”, Teor. Veroyatnost. i Primenen., 24:4 (1979), 866–872; Theory Probab. Appl., 24:4 (1980), 863–869
Citation in format AMSBIB
\Bibitem{Pis79}
\by S.~I.~Pisanec
\paper On the strong convergence of the sequence of diffusion type processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1979
\vol 24
\issue 4
\pages 866--872
\mathnet{http://mi.mathnet.ru/tvp2914}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=550545}
\zmath{https://zbmath.org/?q=an:0441.60062|0416.60070}
\transl
\jour Theory Probab. Appl.
\yr 1980
\vol 24
\issue 4
\pages 863--869
\crossref{https://doi.org/10.1137/1124102}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1979KW11900020}
Linking options:
  • https://www.mathnet.ru/eng/tvp2914
  • https://www.mathnet.ru/eng/tvp/v24/i4/p866
  • 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
    Statistics & downloads:
    Abstract page:148
    Full-text PDF :76
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024