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This article is cited in 5 scientific papers (total in 5 papers)
Short Communications
Limit theorem for one-dimensional stochastic equations
S. Ya. Makhno Institute of Applied Mathematics and Mechanics, Ukraine National Academy of Sciences
Abstract:
One-dimensional stochastic equations are considered whose coefficients depend on a small parameter. Necessary and sufficient conditions are obtained for the weak convergence of their solutions to the solution of the stochastic equation containing local time of an unknown process.
Keywords:
stochastic equations, local time, necessary conditions of convergence, sufficient conditions of convergence.
Received: 30.05.2000
Citation:
S. Ya. Makhno, “Limit theorem for one-dimensional stochastic equations”, Teor. Veroyatnost. i Primenen., 48:1 (2003), 156–161; Theory Probab. Appl., 48:1 (2004), 164–169
Linking options:
https://www.mathnet.ru/eng/tvp306https://doi.org/10.4213/tvp306 https://www.mathnet.ru/eng/tvp/v48/i1/p156
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Abstract page: | 295 | Full-text PDF : | 169 | References: | 54 |
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